Last price paid | 0.12 | |
Change | 0.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +150.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.05 |
Underlying price on issue | 84.59 |
Premium | 0.01% |
Premium p.a. | 0.12% |
Leverage | 7.74 |
Implied volatility | 0.33 |
ISIN | CH1305147360 |
Symbol | HEIS3Z |
Security | 130514736 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Heineken Br, NL0000009165 |
Underlying ISIN | NL0000009165 |
Strike | 86.00 |
C/P type | call |
Subscription ratio | 80.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 80 |
Value day | 20.03.2024 |
Premium | 1.45% |
Premium p.a. | 12.29% |
Leverage | 9.29 |
Implied volatility | 32.61% |
Moneyness | in-the-money |
Leverage | 7.7424 |
Delta | 0.8337 |
Gamma | 0.0003 |
Theta | -0.0005 |
Rho | 0.0010 |
Vega | 0.0010 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 96.21 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.75 |
ROCHE GS | 235.10 |
ZURICH INSURANCE | 463.70 |
Swiss Life Hldg | 659.20 |
LOGITECH INT. | 81.10 |
Name | Price |
---|---|
UBS | 27.48 |
Lonza Group | 528.80 |
ABB Ltd | 47.93 |
NOVARTIS N | 92.80 |
Compagnie Financi... | 135.85 |