Last price paid | 0.09 | |
Change | -18.18% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.10.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -74.24% |
Year to date (YTD) | -73.53% |
1 month | -55.00% |
3 months | -55.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 120.20 |
Premium | 0.15% |
Premium p.a. | 0.44% |
Leverage | 13.41 |
Implied volatility | 0.22 |
ISIN | CH1281035357 |
Symbol | HELXBZ |
Security | 128103535 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Helvetia Hldg N, CH0466642201 |
Underlying ISIN | CH0466642201 |
Strike | 110.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.10.2023 |
Premium | 15.32% |
Premium p.a. | 43.70% |
Leverage | 75.24 |
Implied volatility | 21.64% |
Moneyness | out-of-the-money |
Leverage | 13.4094 |
Delta | -0.1782 |
Gamma | 0.0008 |
Theta | -0.0012 |
Rho | -0.0043 |
Vega | 0.0097 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 108.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 291.50 |
LOGITECH INT. | 86.32 |
Alcon AG | 82.44 |
Holcim | 79.02 |
GEBERIT N | 561.40 |
Name | Price |
---|---|
Compagnie Financi... | 140.60 |
Swiss Life Hldg | 616.40 |
ROCHE GS | 231.90 |
NOVARTIS N | 93.16 |
ABB Ltd | 48.11 |