Last price paid | 0.075 | |
Change | +50.00% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | -52.94% |
Year to date (YTD) | -31.82% |
1 month | +25.00% |
3 months | -21.05% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 21.17 |
Premium | 0.02% |
Premium p.a. | 0.21% |
Leverage | 21.54 |
Implied volatility | 0.19 |
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 | 1.63% |
Premium p.a. | 21.23% |
Leverage | 34.13 |
Implied volatility | 18.58% |
Moneyness | in-the-money |
Leverage | 21.5440 |
Delta | 0.6312 |
Gamma | 0.0418 |
Theta | -0.0011 |
Rho | 0.0013 |
Vega | 0.0028 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 22.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |