Last price paid | 0.015 | |
Change | 0.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 30'900.00 Unit | |
Date/time | 15.05.2024 17:15 |
Fixing | 21.06.2024 |
Settlement date | 27.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -86.43% |
Year to date (YTD) | -25.00% |
1 month | -25.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 16'084.20 |
Premium | 0.06% |
Premium p.a. | 0.65% |
Leverage | 62.33 |
Implied volatility | 0.12 |
ISIN | CH1268374027 |
Symbol | DAX8RZ |
Security | 126837402 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 19'900.00 |
C/P type | call |
Subscription ratio | 2'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 2000 |
Value day | 20.06.2023 |
Premium | 6.44% |
Premium p.a. | 65.30% |
Leverage | 976.20 |
Implied volatility | 11.91% |
Moneyness | out-of-the-money |
Leverage | 62.3270 |
Delta | 0.0638 |
Gamma | 0.0000 |
Theta | -0.0007 |
Rho | 0.0005 |
Vega | 0.0036 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 19'919.17 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.82 |
UBS | 27.97 |
Swiss Re | 112.05 |
Givaudan | 4'221.00 |
LOGITECH INT. | 87.22 |
Name | Price |
---|---|
Nestlé SA | 94.16 |
Partners Group Ho... | 1'251.00 |
KUEHNE & NAGEL | 243.90 |
SWISSCOM N | 496.20 |
Holcim | 78.92 |