Last price paid | n.a. | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 21.06.2024 |
Settlement date | 07.07.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.43% |
Year to date (YTD) | -40.00% |
1 month | -50.00% |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 66.55 |
Premium | 0.11% |
Premium p.a. | 5.49% |
Leverage | 30.27 |
Implied volatility | 0.53 |
ISIN | CH1268376485 |
Symbol | DKSILZ |
Security | 126837648 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | DKSH Hldg N, CH0126673539 |
Underlying ISIN | CH0126673539 |
Strike | 68.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 30.06.2023 |
Premium | 10.53% |
Premium p.a. | 549.32% |
Leverage | 308.50 |
Implied volatility | 52.53% |
Moneyness | out-of-the-money |
Leverage | 30.2699 |
Delta | 0.0981 |
Gamma | 0.0019 |
Theta | -0.0027 |
Rho | 0.0001 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 68.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 131.15 |
LOGITECH INT. | 74.76 |
UBS | 26.20 |
Partners Group Ho... | 1'259.00 |
Lonza Group | 540.40 |
Name | Price |
---|---|
NOVARTIS N | 97.90 |
Givaudan | 4'609.00 |
KUEHNE & NAGEL | 231.90 |
GEBERIT N | 559.60 |
ZURICH INSURANCE | 515.40 |