Last price paid | 0.11 | |
Change | +10.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +91.67% |
Year to date (YTD) | n.a. |
1 month | +37.50% |
3 months | +175.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 86.15 |
Premium | 0.03% |
Premium p.a. | 0.36% |
Leverage | 17.85 |
Implied volatility | 0.24 |
ISIN | CH1305134970 |
Symbol | HEINZZ |
Security | 130513497 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Heidelberg Mater. N, DE0006047004 |
Underlying ISIN | DE0006047004 |
Strike | 100.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 31.01.2024 |
Premium | 3.17% |
Premium p.a. | 36.11% |
Leverage | 34.43 |
Implied volatility | 24.28% |
Moneyness | out-of-the-money |
Leverage | 17.8468 |
Delta | 0.5184 |
Gamma | 0.0022 |
Theta | -0.0020 |
Rho | 0.0017 |
Vega | 0.0047 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 102.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 248.70 |
ABB Ltd | 49.59 |
UBS | 28.31 |
Compagnie Financi... | 143.85 |
Swiss Life Hldg | 632.60 |
Name | Price |
---|---|
SONOVA HLDG N | 290.40 |
Partners Group Ho... | 1'225.00 |
GEBERIT N | 566.00 |
LOGITECH INT. | 87.90 |
Lonza Group | 512.80 |