Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 22.02.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.68% |
Year to date (YTD) | -94.44% |
1 month | -79.17% |
3 months | -89.58% |
1 year | -97.55% |
3 years | n.a. |
Issue price | 1.51 |
Underlying price on issue | 15'436.12 |
Premium | 0.11% |
Premium p.a. | 1.40% |
Leverage | 126.40 |
Implied volatility | 0.12 |
ISIN | CH1237242990 |
Symbol | DAXTEZ |
Security | 123724299 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 16'500.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 15.02.2023 |
Premium | 10.73% |
Premium p.a. | 139.86% |
Leverage | 905'698.15 |
Implied volatility | 11.62% |
Moneyness | out-of-the-money |
Leverage | 126.4036 |
Delta | -0.0001 |
Gamma | 0.0017 |
Theta | -0.0054 |
Rho | -0.0022 |
Vega | 0.0272 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 16'499.98 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |