Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 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 | -98.34% |
Year to date (YTD) | -93.33% |
1 month | -75.00% |
3 months | -88.89% |
1 year | -97.50% |
3 years | n.a. |
Issue price | 1.51 |
Underlying price on issue | 15'436.12 |
Premium | 0.12% |
Premium p.a. | 1.03% |
Leverage | 111.89 |
Implied volatility | 0.11 |
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 | 11.80% |
Premium p.a. | 102.54% |
Leverage | 738'398.79 |
Implied volatility | 10.66% |
Moneyness | out-of-the-money |
Leverage | 111.8873 |
Delta | -0.0002 |
Gamma | 0.0015 |
Theta | -0.0043 |
Rho | -0.0037 |
Vega | 0.0366 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 16'499.97 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |