Last price paid | 0.38 | |
Change | +46.15% [ +0.12 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 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 | +24.19% |
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 | 0.03% |
Premium p.a. | 0.12% |
Leverage | 10.76 |
Implied volatility | 0.20 |
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 | 3.24% |
Premium p.a. | 12.07% |
Leverage | 20.44 |
Implied volatility | 20.36% |
Moneyness | in-the-money |
Leverage | 10.7562 |
Delta | -0.5262 |
Gamma | 0.0048 |
Theta | -0.0015 |
Rho | -0.0122 |
Vega | 0.0162 |
Fair value | 0.26 |
Intrinsic value | n.a. |
Break-even | 76.15 |
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 |