Last price paid | 0.36 | |
Change | -14.29% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 19.06.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +14.52% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 80.44 |
Premium | 0.04% |
Premium p.a. | 0.15% |
Leverage | 11.08 |
Implied volatility | 0.21 |
ISIN | CH1338510055 |
Symbol | HOLH7Z |
Security | 133851005 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Holcim N, CH0012214059 |
Underlying ISIN | CH0012214059 |
Strike | 80.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 12.06.2024 |
Premium | 3.67% |
Premium p.a. | 14.55% |
Leverage | 22.35 |
Implied volatility | 21.17% |
Moneyness | in-the-money |
Leverage | 11.0764 |
Delta | -0.4955 |
Gamma | 0.0047 |
Theta | -0.0017 |
Rho | -0.0108 |
Vega | 0.0159 |
Fair value | 0.29 |
Intrinsic value | n.a. |
Break-even | 76.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.36 |
Swiss Life Hldg | 658.40 |
SONOVA HLDG N | 275.90 |
ROCHE GS | 250.40 |
UBS | 26.37 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.00 |
Nestlé SA | 92.14 |
GEBERIT N | 537.20 |
SWISSCOM N | 499.80 |
NOVARTIS N | 95.45 |