Last price paid | 0.40 | |
Change | +8.11% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +478.57% |
Year to date (YTD) | n.a. |
1 month | +627.27% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 72.02 |
Premium | 0.01% |
Premium p.a. | 0.04% |
Leverage | 7.86 |
Implied volatility | 0.22 |
ISIN | CH1305147378 |
Symbol | HEN3ZZ |
Security | 130514737 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Henkel Vz I, DE0006048432 |
Underlying ISIN | DE0006048432 |
Strike | 74.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 20.03.2024 |
Premium | 0.50% |
Premium p.a. | 4.36% |
Leverage | 8.17 |
Implied volatility | 21.83% |
Moneyness | in-the-money |
Leverage | 7.8619 |
Delta | 0.9622 |
Gamma | 0.0005 |
Theta | -0.0005 |
Rho | 0.0032 |
Vega | 0.0009 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 84.26 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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