Last price paid | 0.85 | |
Change | -4.49% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 12:05 |
Fixing | 17.05.2024 |
Settlement date | 28.02.2024 |
Last trading | 17.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
Perf. since issue | +320.00% |
Year to date (YTD) | n.a. |
1 month | +1.19% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 68.42 |
Premium | 0.00% |
Premium p.a. | 0.17% |
Leverage | 8.37 |
Implied volatility | 0.53 |
ISIN | CH1305138765 |
Symbol | HOL1AZ |
Security | 130513876 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
Underlying | Holcim N, CH0012214059 |
Underlying ISIN | CH0012214059 |
Strike | 70.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 21.02.2024 |
Premium | 0.46% |
Premium p.a. | 16.84% |
Leverage | 9.29 |
Implied volatility | 53.02% |
Moneyness | in-the-money |
Leverage | 8.3660 |
Delta | 0.9005 |
Gamma | 0.0025 |
Theta | -0.0061 |
Rho | 0.0017 |
Vega | 0.0022 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 78.40 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
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