Last price paid | 0.41 | |
Change | +5.13% [ +0.02 ] | |
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 | +245.83% |
Year to date (YTD) | +192.86% |
1 month | +46.43% |
3 months | +156.25% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 72.89 |
Premium | 0.01% |
Premium p.a. | 0.12% |
Leverage | 4.31 |
Implied volatility | 0.60 |
ISIN | CH1268369308 |
Symbol | HEI1UZ |
Security | 126836930 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Heidelberg Mater. N, DE0006047004 |
Underlying ISIN | DE0006047004 |
Strike | 80.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 12.06.2023 |
Premium | 1.20% |
Premium p.a. | 12.47% |
Leverage | 4.77 |
Implied volatility | 59.68% |
Moneyness | in-the-money |
Leverage | 4.3101 |
Delta | 0.9039 |
Gamma | 0.0002 |
Theta | -0.0010 |
Rho | 0.0013 |
Vega | 0.0010 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 100.91 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Compagnie Financi... | 143.35 |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |