Last price paid | 0.65 | |
Change | +4.84% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | +247.22% |
Year to date (YTD) | n.a. |
1 month | +54.76% |
3 months | +209.52% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 79.92 |
Premium | 0.01% |
Premium p.a. | 0.08% |
Leverage | 5.80 |
Implied volatility | 0.42 |
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 | 0.72% |
Premium p.a. | 8.45% |
Leverage | 6.27 |
Implied volatility | 42.17% |
Moneyness | in-the-money |
Leverage | 5.7952 |
Delta | 0.9236 |
Gamma | 0.0005 |
Theta | -0.0014 |
Rho | 0.0025 |
Vega | 0.0016 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 99.79 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'268.00 |
Compagnie Financi... | 144.00 |
ROCHE GS | 230.00 |
SWISSCOM N | 490.80 |
ABB Ltd | 49.69 |
Name | Price |
---|---|
Lonza Group | 504.20 |
Sika AG | 281.60 |
Partners Group Ho... | 1'215.50 |
UBS | 28.18 |
ZURICH INSURANCE | 468.70 |