Last price paid | 0.13 | |
Change | -7.14% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 07.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -62.12% |
Year to date (YTD) | n.a. |
1 month | -43.48% |
3 months | -58.06% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 86.15 |
Premium | 0.19% |
Premium p.a. | 0.31% |
Leverage | 6.05 |
Implied volatility | 0.34 |
ISIN | CH1305135183 |
Symbol | HEIRUZ |
Security | 130513518 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Heidelberg Mater. N, DE0006047004 |
Underlying ISIN | DE0006047004 |
Strike | 84.00 |
C/P type | put |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 31.01.2024 |
Premium | 18.97% |
Premium p.a. | 30.91% |
Leverage | 31.67 |
Implied volatility | 33.63% |
Moneyness | out-of-the-money |
Leverage | 6.0497 |
Delta | -0.1910 |
Gamma | 0.0004 |
Theta | -0.0005 |
Rho | -0.0054 |
Vega | 0.0084 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 80.85 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 250.90 |
ABB Ltd | 49.82 |
UBS | 28.43 |
Givaudan | 4'252.00 |
Swiss Life Hldg | 634.80 |
Name | Price |
---|---|
LOGITECH INT. | 87.34 |
SONOVA HLDG N | 291.20 |
Lonza Group | 512.80 |
Partners Group Ho... | 1'229.00 |
ROCHE GS | 229.90 |