Last price paid | 0.66 | |
Change | +1.54% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 29.01.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +75.00% |
Year to date (YTD) | n.a. |
1 month | -2.94% |
3 months | +10.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 175.00 |
Premium | 0.02% |
Premium p.a. | 0.17% |
Leverage | 11.63 |
Implied volatility | 0.28 |
ISIN | CH1305132156 |
Symbol | FHZP1Z |
Security | 130513215 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Flughafen Zuerich N, CH0319416936 |
Underlying ISIN | CH0319416936 |
Strike | 178.76 |
C/P type | call |
Subscription ratio | 19.86 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 19.86255 |
Value day | 22.01.2024 |
Premium | 1.59% |
Premium p.a. | 16.56% |
Leverage | 15.87 |
Implied volatility | 27.67% |
Moneyness | in-the-money |
Leverage | 11.6289 |
Delta | 0.7326 |
Gamma | 0.0010 |
Theta | -0.0041 |
Rho | 0.0061 |
Vega | 0.0096 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 191.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 245.30 |
Compagnie Financi... | 143.15 |
Partners Group Ho... | 1'225.00 |
Lonza Group | 513.80 |
Holcim | 79.54 |
Name | Price |
---|---|
NOVARTIS N | 91.53 |
LOGITECH INT. | 86.92 |
Alcon AG | 82.00 |
ZURICH INSURANCE | 467.70 |
Sika AG | 282.50 |