Last price paid | 0.33 | |
Change | +6.45% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 12.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +458.33% |
Year to date (YTD) | n.a. |
1 month | +340.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 70.06 |
Premium | 0.05% |
Premium p.a. | 0.08% |
Leverage | 7.02 |
Implied volatility | 0.19 |
ISIN | CH1305143070 |
Symbol | HENS7Z |
Security | 130514307 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Henkel Vz I, DE0006048432 |
Underlying ISIN | DE0006048432 |
Strike | 80.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 05.03.2024 |
Premium | 5.37% |
Premium p.a. | 8.37% |
Leverage | 9.90 |
Implied volatility | 19.26% |
Moneyness | in-the-money |
Leverage | 7.0164 |
Delta | 0.7091 |
Gamma | 0.0011 |
Theta | -0.0006 |
Rho | 0.0129 |
Vega | 0.0091 |
Fair value | 0.18 |
Intrinsic value | n.a. |
Break-even | 88.49 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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SONOVA HLDG N | 291.20 |
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