Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.03.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 14.07.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -85.00% |
Year to date (YTD) | -50.00% |
1 month | n.a. |
3 months | -25.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 94.71 |
Premium | 0.07% |
Premium p.a. | 0.57% |
Leverage | 21.66 |
Implied volatility | 0.23 |
ISIN | CH1268377517 |
Symbol | HEIMGZ |
Security | 126837751 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Heineken Br, NL0000009165 |
Underlying ISIN | NL0000009165 |
Strike | 100.00 |
C/P type | call |
Subscription ratio | 80.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 80 |
Value day | 07.07.2023 |
Premium | 6.73% |
Premium p.a. | 57.15% |
Leverage | 77.39 |
Implied volatility | 22.65% |
Moneyness | out-of-the-money |
Leverage | 21.6587 |
Delta | 0.2799 |
Gamma | 0.0006 |
Theta | -0.0004 |
Rho | 0.0004 |
Vega | 0.0013 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 101.23 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 235.80 |
Swiss Re | 107.05 |
ZURICH INSURANCE | 464.70 |
Swiss Life Hldg | 661.20 |
LOGITECH INT. | 81.32 |
Name | Price |
---|---|
UBS | 27.37 |
ABB Ltd | 47.69 |
NOVARTIS N | 92.69 |
Lonza Group | 529.80 |
SWISSCOM N | 501.50 |