Last price paid | 0.21 | |
Change | +10.53% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 14.06.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -14.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 23.01 |
Premium | 0.16% |
Premium p.a. | 0.30% |
Leverage | 3.49 |
Implied volatility | 0.48 |
ISIN | CH1338509305 |
Symbol | ENRHEZ |
Security | 133850930 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Siemens Energy N, DE000ENER6Y0 |
Underlying ISIN | DE000ENER6Y0 |
Strike | 22.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 07.06.2024 |
Premium | 16.42% |
Premium p.a. | 30.12% |
Leverage | 10.50 |
Implied volatility | 47.95% |
Moneyness | out-of-the-money |
Leverage | 3.4870 |
Delta | -0.3321 |
Gamma | 0.0045 |
Theta | -0.0006 |
Rho | -0.0053 |
Vega | 0.0061 |
Fair value | 0.22 |
Intrinsic value | n.a. |
Break-even | 19.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |