Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.05.2024 17:20 |
Fixing | 17.05.2024 |
Settlement date | 25.03.2024 |
Last trading | 17.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
Perf. since issue | -85.71% |
Year to date (YTD) | n.a. |
1 month | -90.91% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 77.36 |
Premium | 0.06% |
Premium p.a. | 1.97% |
Leverage | 60.67 |
Implied volatility | 0.22 |
ISIN | CH1305145406 |
Symbol | HOLF7Z |
Security | 130514540 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
Underlying | Holcim N, CH0012214059 |
Underlying ISIN | CH0012214059 |
Strike | 83.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 18.03.2024 |
Premium | 5.94% |
Premium p.a. | 197.13% |
Leverage | 784.40 |
Implied volatility | 22.15% |
Moneyness | out-of-the-money |
Leverage | 60.6710 |
Delta | 0.0773 |
Gamma | 0.0047 |
Theta | -0.0019 |
Rho | 0.0002 |
Vega | 0.0019 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 83.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |