Perf. since issue | +11.76% |
Year to date (YTD) | +5.26% |
1 month | -56.52% |
3 months | -82.91% |
1 year | -25.93% |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 31.28 |
Premium | 0.01% |
Premium p.a. | 0.30% |
Leverage | 15.26 |
Implied volatility | 0.39 |
ISIN | CH1268369209 |
Symbol | DTGJ4Z |
Security | 126836920 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Daim Tr Hld E 21 N, DE000DTR0CK8 |
Underlying ISIN | DE000DTR0CK8 |
Strike | 35.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 12.06.2023 |
Premium | 0.58% |
Premium p.a. | 30.26% |
Leverage | 18.45 |
Implied volatility | 39.44% |
Moneyness | in-the-money |
Leverage | 15.2600 |
Delta | 0.8271 |
Gamma | 0.0133 |
Theta | -0.0038 |
Rho | 0.0005 |
Vega | 0.0012 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 36.99 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 263.60 |
SONOVA HLDG N | 276.90 |
Lonza Group | 490.70 |
Sika AG | 260.70 |
LOGITECH INT. | 87.96 |
Name | Price |
---|---|
ZURICH INSURANCE | 482.10 |
Compagnie Financi... | 143.55 |
Swiss Re | 112.20 |
SWISSCOM N | 505.00 |
ROCHE GS | 253.80 |