Last price paid | 0.25 | |
Change | +31.58% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | +20.45% |
Year to date (YTD) | -34.21% |
1 month | -19.35% |
3 months | -43.18% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 81.43 |
Premium | 0.03% |
Premium p.a. | 0.30% |
Leverage | 12.11 |
Implied volatility | 0.30 |
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 | 2.87% |
Premium p.a. | 29.97% |
Leverage | 19.16 |
Implied volatility | 30.47% |
Moneyness | in-the-money |
Leverage | 12.1089 |
Delta | 0.6318 |
Gamma | 0.0020 |
Theta | -0.0029 |
Rho | 0.0028 |
Vega | 0.0059 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 105.34 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |