Last price paid | n.a. | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
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) | -96.67% |
1 month | -62.50% |
3 months | -86.36% |
1 year | -98.51% |
3 years | n.a. |
Issue price | 1.51 |
Underlying price on issue | 15'436.12 |
Premium | 0.09% |
Premium p.a. | 4.72% |
Leverage | 150.00 |
Implied volatility | 0.19 |
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 | 9.05% |
Premium p.a. | 471.99% |
Leverage | 864'820.53 |
Implied volatility | 19.36% |
Moneyness | out-of-the-money |
Leverage | 150.0021 |
Delta | -0.0002 |
Gamma | 0.0022 |
Theta | -0.0217 |
Rho | -0.0006 |
Vega | 0.0159 |
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 |
---|---|
KUEHNE & NAGEL | 268.90 |
ABB Ltd | 49.39 |
Lonza Group | 521.40 |
Partners Group Ho... | 1'221.50 |
Holcim | 85.22 |
Name | Price |
---|---|
Givaudan | 4'130.00 |
ROCHE GS | 273.30 |
LOGITECH INT. | 79.88 |
Nestlé SA | 94.26 |
SWISSCOM N | 533.00 |