Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.04.2024 17:20 |
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 | -98.28% |
Year to date (YTD) | -71.43% |
1 month | -33.33% |
3 months | -60.00% |
1 year | -93.33% |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 14'523.12 |
Premium | 0.35% |
Premium p.a. | 6.14% |
Leverage | 40.07 |
Implied volatility | 0.46 |
ISIN | CH1235741910 |
Symbol | DAXVHZ |
Security | 123574191 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 12'000.00 |
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 | 35.33% |
Premium p.a. | 614.05% |
Leverage | 1'634'139.46 |
Implied volatility | 45.60% |
Moneyness | out-of-the-money |
Leverage | 40.0748 |
Delta | 0.0000 |
Gamma | 0.0003 |
Theta | -0.0024 |
Rho | -0.0002 |
Vega | 0.0023 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 11'999.99 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |