Last price paid | 0.085 | |
Change | +6.25% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | 0.00% |
Year to date (YTD) | +6.25% |
1 month | n.a. |
3 months | +54.55% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 87.21 |
Premium | 0.08% |
Premium p.a. | 0.14% |
Leverage | 7.68 |
Implied volatility | 0.23 |
ISIN | CH1281050943 |
Symbol | HEIECZ |
Security | 128105094 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | Heineken Br, NL0000009165 |
Underlying ISIN | NL0000009165 |
Strike | 96.00 |
C/P type | call |
Subscription ratio | 80.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 80 |
Value day | 08.12.2023 |
Premium | 8.30% |
Premium p.a. | 13.71% |
Leverage | 14.67 |
Implied volatility | 22.58% |
Moneyness | out-of-the-money |
Leverage | 7.6847 |
Delta | 0.5240 |
Gamma | 0.0003 |
Theta | -0.0002 |
Rho | 0.0032 |
Vega | 0.0036 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 102.45 |
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 |