Last price paid | 0.09 | |
Change | +5.88% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 09.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -44.12% |
Year to date (YTD) | -18.18% |
1 month | +28.57% |
3 months | +50.00% |
1 year | +12.50% |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 21.17 |
Premium | 0.01% |
Premium p.a. | 0.20% |
Leverage | 21.35 |
Implied volatility | 0.22 |
ISIN | CH1268366957 |
Symbol | DTEC5Z |
Security | 126836695 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Deutsche Telekom N, DE0005557508 |
Underlying ISIN | DE0005557508 |
Strike | 22.00 |
C/P type | call |
Subscription ratio | 8.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 8 |
Value day | 02.06.2023 |
Premium | 0.78% |
Premium p.a. | 20.44% |
Leverage | 28.37 |
Implied volatility | 22.32% |
Moneyness | in-the-money |
Leverage | 21.3521 |
Delta | 0.7527 |
Gamma | 0.0417 |
Theta | -0.0015 |
Rho | 0.0007 |
Vega | 0.0017 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 22.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |