Last price paid | 0.06 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -81.52% |
Year to date (YTD) | -29.41% |
1 month | +71.43% |
3 months | -50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.46 |
Underlying price on issue | 125.10 |
Premium | 0.01% |
Premium p.a. | 0.15% |
Leverage | 29.03 |
Implied volatility | 0.22 |
ISIN | CH1268375164 |
Symbol | HEL1RZ |
Security | 126837516 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Helvetia Hldg N, CH0466642201 |
Underlying ISIN | CH0466642201 |
Strike | 130.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 21.06.2023 |
Premium | 1.46% |
Premium p.a. | 14.84% |
Leverage | 76.35 |
Implied volatility | 21.54% |
Moneyness | out-of-the-money |
Leverage | 29.0294 |
Delta | 0.3802 |
Gamma | 0.0036 |
Theta | -0.0005 |
Rho | 0.0011 |
Vega | 0.0066 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 131.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.77 |
Swiss Re | 112.15 |
Compagnie Financi... | 142.40 |
LOGITECH INT. | 87.26 |
UBS | 27.88 |
Name | Price |
---|---|
Nestlé SA | 93.76 |
Partners Group Ho... | 1'250.50 |
SWISSCOM N | 495.00 |
KUEHNE & NAGEL | 244.60 |
Lonza Group | 509.60 |