Last price paid | 0.21 | |
Change | -19.23% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 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 | -11.36% |
Year to date (YTD) | -44.74% |
1 month | -36.36% |
3 months | -40.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 81.43 |
Premium | 0.04% |
Premium p.a. | 0.38% |
Leverage | 13.19 |
Implied volatility | 0.29 |
ISIN | CH1268369423 |
Symbol | HOTZEZ |
Security | 126836942 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Hochtief I, DE0006070006 |
Underlying ISIN | DE0006070006 |
Strike | 100.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 12.06.2023 |
Premium | 4.32% |
Premium p.a. | 37.53% |
Leverage | 25.21 |
Implied volatility | 29.00% |
Moneyness | out-of-the-money |
Leverage | 13.1886 |
Delta | 0.5232 |
Gamma | 0.0021 |
Theta | -0.0026 |
Rho | 0.0027 |
Vega | 0.0066 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 103.95 |
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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