Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 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 | -99.34% |
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 | 0.10% |
Premium p.a. | 4.35% |
Leverage | 154.51 |
Implied volatility | 0.18 |
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 | 9.54% |
Premium p.a. | 435.04% |
Leverage | 1'740'811.71 |
Implied volatility | 18.26% |
Moneyness | out-of-the-money |
Leverage | 154.5128 |
Delta | -0.0001 |
Gamma | 0.0021 |
Theta | -0.0103 |
Rho | -0.0004 |
Vega | 0.0091 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 16'499.99 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'178.50 |
SONOVA HLDG N | 274.20 |
Alcon AG | 79.88 |
Swiss Re | 113.15 |
Lonza Group | 480.60 |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.80 |
Compagnie Financi... | 139.65 |
LOGITECH INT. | 87.24 |
Holcim | 81.54 |
ROCHE GS | 250.00 |