Last price paid | 0.02 | |
Change | +33.33% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 19.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -68.75% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 75.43 |
Premium | 0.06% |
Premium p.a. | 0.48% |
Leverage | 31.29 |
Implied volatility | 0.17 |
ISIN | CH1268369357 |
Symbol | HENXUZ |
Security | 126836935 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Henkel Vz I, DE0006048432 |
Underlying ISIN | DE0006048432 |
Strike | 88.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 12.06.2023 |
Premium | 5.54% |
Premium p.a. | 48.15% |
Leverage | 132.59 |
Implied volatility | 16.63% |
Moneyness | out-of-the-money |
Leverage | 31.2903 |
Delta | 0.2360 |
Gamma | 0.0026 |
Theta | -0.0008 |
Rho | 0.0009 |
Vega | 0.0035 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 88.63 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
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SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
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GEBERIT N | 561.40 |