Last price paid | 0.22 | |
Change | +10.00% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 12.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +83.33% |
Year to date (YTD) | n.a. |
1 month | +69.23% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 88.46 |
Premium | 0.02% |
Premium p.a. | 0.23% |
Leverage | 15.59 |
Implied volatility | 0.24 |
ISIN | CH1305143054 |
Symbol | HEIX1Z |
Security | 130514305 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Heidelberg Mater. N, DE0006047004 |
Underlying ISIN | DE0006047004 |
Strike | 96.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 05.03.2024 |
Premium | 1.94% |
Premium p.a. | 22.83% |
Leverage | 23.59 |
Implied volatility | 23.82% |
Moneyness | in-the-money |
Leverage | 15.5938 |
Delta | 0.6610 |
Gamma | 0.0022 |
Theta | -0.0019 |
Rho | 0.0020 |
Vega | 0.0041 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 100.16 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 490.80 |
Compagnie Financi... | 143.65 |
ROCHE GS | 228.70 |
Givaudan | 4'227.00 |
KUEHNE & NAGEL | 249.40 |
Name | Price |
---|---|
Lonza Group | 496.50 |
Sika AG | 276.80 |
Partners Group Ho... | 1'204.50 |
Alcon AG | 81.14 |
GEBERIT N | 561.00 |