Last price paid | 0.055 | |
Change | -31.25% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 09.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -69.44% |
Year to date (YTD) | -45.00% |
1 month | -76.09% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 26.76 |
Premium | 0.05% |
Premium p.a. | 0.48% |
Leverage | 31.80 |
Implied volatility | 0.17 |
ISIN | CH1268367385 |
Symbol | SHEH1Z |
Security | 126836738 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Shell N, GB00BP6MXD84 |
Underlying ISIN | GB00BP6MXD84 |
Strike | 34.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 02.06.2023 |
Premium | 4.71% |
Premium p.a. | 47.79% |
Leverage | 117.83 |
Implied volatility | 16.90% |
Moneyness | out-of-the-money |
Leverage | 31.8020 |
Delta | 0.2699 |
Gamma | 0.0383 |
Theta | -0.0018 |
Rho | 0.0017 |
Vega | 0.0067 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 34.28 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |