Last price paid | 0.29 | |
Change | -23.68% [ -0.09 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 17.05.2024 |
Settlement date | 05.03.2024 |
Last trading | 17.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
Perf. since issue | +187.50% |
Year to date (YTD) | n.a. |
1 month | -12.12% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 70.64 |
Premium | 0.00% |
Premium p.a. | 0.06% |
Leverage | 30.21 |
Implied volatility | 0.14 |
ISIN | CH1305140704 |
Symbol | HOLA5Z |
Security | 130514070 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
Underlying | Holcim N, CH0012214059 |
Underlying ISIN | CH0012214059 |
Strike | 76.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 27.02.2024 |
Premium | 0.15% |
Premium p.a. | 5.60% |
Leverage | 33.99 |
Implied volatility | 13.88% |
Moneyness | in-the-money |
Leverage | 30.2128 |
Delta | 0.8888 |
Gamma | 0.0102 |
Theta | -0.0019 |
Rho | 0.0019 |
Vega | 0.0023 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 78.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.85 |
Swiss Re | 110.05 |
LOGITECH INT. | 82.84 |
NOVARTIS N | 93.74 |
ROCHE GS | 237.60 |
Name | Price |
---|---|
ABB Ltd | 47.07 |
Partners Group Ho... | 1'260.50 |
Alcon AG | 80.20 |
GEBERIT N | 561.20 |
Lonza Group | 525.60 |