Last price paid | 0.60 | |
Change | -9.09% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 12.01.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +230.56% |
Year to date (YTD) | n.a. |
1 month | +13.21% |
3 months | +172.73% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 79.92 |
Premium | 0.01% |
Premium p.a. | 0.10% |
Leverage | 5.20 |
Implied volatility | 0.61 |
ISIN | CH1305129269 |
Symbol | HEIHJZ |
Security | 130512926 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Heidelberg Mater. N, DE0006047004 |
Underlying ISIN | DE0006047004 |
Strike | 84.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 05.01.2024 |
Premium | 1.14% |
Premium p.a. | 9.91% |
Leverage | 6.50 |
Implied volatility | 60.87% |
Moneyness | in-the-money |
Leverage | 5.2007 |
Delta | 0.8004 |
Gamma | 0.0008 |
Theta | -0.0015 |
Rho | 0.0014 |
Vega | 0.0033 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 99.08 |
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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Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
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SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
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