Last price paid | 0.19 | |
Change | -5.00% [ -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 | 07.07.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -41.11% |
Year to date (YTD) | +46.15% |
1 month | +153.33% |
3 months | -13.64% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.45 |
Underlying price on issue | 120.50 |
Premium | 0.00% |
Premium p.a. | 0.04% |
Leverage | 17.37 |
Implied volatility | 0.29 |
ISIN | CH1268376501 |
Symbol | HEL2ZZ |
Security | 126837650 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Helvetia Hldg N, CH0466642201 |
Underlying ISIN | CH0466642201 |
Strike | 125.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 30.06.2023 |
Premium | 0.39% |
Premium p.a. | 3.91% |
Leverage | 24.49 |
Implied volatility | 28.84% |
Moneyness | in-the-money |
Leverage | 17.3744 |
Delta | 0.7094 |
Gamma | 0.0038 |
Theta | -0.0006 |
Rho | 0.0011 |
Vega | 0.0052 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 130.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.78 |
Swiss Re | 112.20 |
Compagnie Financi... | 142.40 |
LOGITECH INT. | 87.22 |
UBS | 27.88 |
Name | Price |
---|---|
Nestlé SA | 93.78 |
Partners Group Ho... | 1'250.50 |
SWISSCOM N | 495.00 |
KUEHNE & NAGEL | 244.60 |
Lonza Group | 509.60 |