Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.12.2023 17:20 |
Fixing | 21.06.2024 |
Settlement date | 21.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -62.50% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.04 |
Underlying price on issue | 125.85 |
Premium | 0.19% |
Premium p.a. | 1.89% |
Leverage | 11.76 |
Implied volatility | 0.56 |
ISIN | CH1268372559 |
Symbol | HELXGZ |
Security | 126837255 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Helvetia Hldg N, CH0466642201 |
Underlying ISIN | CH0466642201 |
Strike | 150.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 14.06.2023 |
Premium | 19.20% |
Premium p.a. | 189.38% |
Leverage | 84.73 |
Implied volatility | 56.39% |
Moneyness | out-of-the-money |
Leverage | 11.7619 |
Delta | 0.1388 |
Gamma | 0.0001 |
Theta | -0.0005 |
Rho | 0.0001 |
Vega | 0.0009 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 151.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 289.10 |
Alcon AG | 82.58 |
LOGITECH INT. | 85.38 |
GEBERIT N | 560.40 |
Swiss Re | 110.65 |
Name | Price |
---|---|
Swiss Life Hldg | 617.80 |
Compagnie Financi... | 141.50 |
ABB Ltd | 47.90 |
ROCHE GS | 232.60 |
NOVARTIS N | 93.29 |