Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.06.2024 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 | -99.01% |
Year to date (YTD) | -95.56% |
1 month | -63.64% |
3 months | -85.71% |
1 year | -98.13% |
3 years | n.a. |
Issue price | 1.51 |
Underlying price on issue | 15'436.12 |
Premium | 0.11% |
Premium p.a. | 1.93% |
Leverage | 127.36 |
Implied volatility | 0.14 |
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 | 11.08% |
Premium p.a. | 192.53% |
Leverage | 1'198'368.94 |
Implied volatility | 13.52% |
Moneyness | out-of-the-money |
Leverage | 127.3579 |
Delta | -0.0001 |
Gamma | 0.0017 |
Theta | -0.0056 |
Rho | -0.0012 |
Vega | 0.0181 |
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 |
---|---|
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 |