Last price paid | n.a. | |
Change | 0.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 21.06.2024 |
Settlement date | 06.12.2022 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.62% |
Year to date (YTD) | -98.95% |
1 month | n.a. |
3 months | -95.00% |
1 year | -99.64% |
3 years | n.a. |
Issue price | 0.76 |
Underlying price on issue | 14'523.12 |
Premium | 0.17% |
Premium p.a. | 9.03% |
Leverage | 80.12 |
Implied volatility | 0.37 |
ISIN | CH1235741902 |
Symbol | DAXFAZ |
Security | 123574190 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 15'000.00 |
C/P type | put |
Subscription ratio | 2'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 2000 |
Value day | 02.12.2022 |
Premium | 17.32% |
Premium p.a. | 903.11% |
Leverage | 823'638.60 |
Implied volatility | 37.25% |
Moneyness | out-of-the-money |
Leverage | 80.1203 |
Delta | -0.0001 |
Gamma | 0.0006 |
Theta | -0.0122 |
Rho | -0.0002 |
Vega | 0.0046 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 14'999.98 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'170.50 |
KUEHNE & NAGEL | 264.00 |
Nestlé SA | 92.52 |
Compagnie Financi... | 141.10 |
GEBERIT N | 531.00 |
Name | Price |
---|---|
Swiss Re | 107.95 |
LOGITECH INT. | 85.06 |
Holcim | 78.44 |
Swiss Life Hldg | 660.20 |
ZURICH INSURANCE | 476.80 |