Last price paid | 0.13 | |
Change | +52.94% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 17.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -35.71% |
Year to date (YTD) | n.a. |
1 month | -31.58% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 101.90 |
Premium | 0.05% |
Premium p.a. | 0.56% |
Leverage | 15.70 |
Implied volatility | 0.30 |
ISIN | CH1305151438 |
Symbol | HOTS1Z |
Security | 130515143 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Hochtief I, DE0006070006 |
Underlying ISIN | DE0006070006 |
Strike | 105.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 10.04.2024 |
Premium | 5.40% |
Premium p.a. | 56.34% |
Leverage | 37.55 |
Implied volatility | 29.82% |
Moneyness | out-of-the-money |
Leverage | 15.7042 |
Delta | 0.4182 |
Gamma | 0.0021 |
Theta | -0.0028 |
Rho | 0.0019 |
Vega | 0.0061 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 107.72 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |