Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 06.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -93.94% |
Year to date (YTD) | -91.30% |
1 month | -55.56% |
3 months | -88.24% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 63.80 |
Premium | 0.24% |
Premium p.a. | 2.07% |
Leverage | 14.85 |
Implied volatility | 0.47 |
ISIN | CH1281045661 |
Symbol | HOLWJZ |
Security | 128104566 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Holcim N, CH0012214059 |
Underlying ISIN | CH0012214059 |
Strike | 60.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 29.11.2023 |
Premium | 23.80% |
Premium p.a. | 206.85% |
Leverage | 392.40 |
Implied volatility | 46.90% |
Moneyness | out-of-the-money |
Leverage | 14.8503 |
Delta | -0.0378 |
Gamma | 0.0007 |
Theta | -0.0012 |
Rho | -0.0004 |
Vega | 0.0022 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 59.80 |
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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SONOVA HLDG N | 291.20 |
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