Last price paid | 0.05 | |
Change | -9.09% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -59.09% |
Year to date (YTD) | -33.33% |
1 month | n.a. |
3 months | -16.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 87.21 |
Premium | 0.10% |
Premium p.a. | 0.17% |
Leverage | 7.72 |
Implied volatility | 0.23 |
ISIN | CH1281050968 |
Symbol | HEI00Z |
Security | 128105096 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | Heineken Br, NL0000009165 |
Underlying ISIN | NL0000009165 |
Strike | 88.00 |
C/P type | put |
Subscription ratio | 80.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 80 |
Value day | 08.12.2023 |
Premium | 10.40% |
Premium p.a. | 16.51% |
Leverage | 25.65 |
Implied volatility | 23.28% |
Moneyness | out-of-the-money |
Leverage | 7.7213 |
Delta | -0.3010 |
Gamma | 0.0003 |
Theta | -0.0001 |
Rho | -0.0020 |
Vega | 0.0032 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 84.33 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 529.60 |
SONOVA HLDG N | 294.30 |
Sika AG | 283.10 |
Partners Group Ho... | 1'272.00 |
GEBERIT N | 563.60 |
Name | Price |
---|---|
Compagnie Financi... | 135.85 |
NOVARTIS N | 93.17 |
LOGITECH INT. | 80.64 |
Nestlé SA | 94.84 |
ZURICH INSURANCE | 453.60 |