Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | -85.71% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 167.00 |
Premium | 0.15% |
Premium p.a. | 2.25% |
Leverage | 24.37 |
Implied volatility | 0.36 |
ISIN | CH1305147774 |
Symbol | AIRHYZ |
Security | 130514777 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Airbus Br Rg, NL0000235190 |
Underlying ISIN | NL0000235190 |
Strike | 178.89 |
C/P type | call |
Subscription ratio | 49.69 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 49.69191 |
Value day | 20.03.2024 |
Premium | 15.40% |
Premium p.a. | 224.86% |
Leverage | 306.26 |
Implied volatility | 36.13% |
Moneyness | out-of-the-money |
Leverage | 24.3747 |
Delta | 0.0796 |
Gamma | 0.0002 |
Theta | -0.0009 |
Rho | 0.0002 |
Vega | 0.0012 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 180.51 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.76 |
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