Last price paid | 0.001 | |
Change | 0.00% [ 0.00 ] | |
Last traded volume | 500'000.00 Unit | |
Cumulative volume | 500'000.00 Unit | |
Date/time | 20.06.2024 09:17 |
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 | -99.28% |
Year to date (YTD) | -98.95% |
1 month | n.a. |
3 months | -96.00% |
1 year | -99.62% |
3 years | n.a. |
Issue price | 0.76 |
Underlying price on issue | 14'523.12 |
Premium | 0.18% |
Premium p.a. | 8.00% |
Leverage | 84.80 |
Implied volatility | 0.34 |
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 | 17.54% |
Premium p.a. | 800.27% |
Leverage | 1'576'849.96 |
Implied volatility | 33.99% |
Moneyness | out-of-the-money |
Leverage | 84.8042 |
Delta | -0.0001 |
Gamma | 0.0006 |
Theta | -0.0060 |
Rho | -0.0001 |
Vega | 0.0028 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 14'999.99 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'175.00 |
Sika AG | 261.10 |
GEBERIT N | 543.80 |
Holcim | 82.50 |
Givaudan | 4'313.00 |
Name | Price |
---|---|
Compagnie Financi... | 139.50 |
KUEHNE & NAGEL | 258.90 |
NOVARTIS N | 93.46 |
Nestlé SA | 94.18 |
ROCHE GS | 249.40 |