Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.12.2023 17:20 |
Fixing | 21.06.2024 |
Settlement date | 14.07.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -86.43% |
Year to date (YTD) | n.a. |
1 month | -25.00% |
3 months | -40.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 39.40 |
Premium | 0.78% |
Premium p.a. | 9.52% |
Leverage | 4.95 |
Implied volatility | 1.61 |
ISIN | CH1268377418 |
Symbol | DHEYZZ |
Security | 126837741 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Delivery Hero N, DE000A2E4K43 |
Underlying ISIN | DE000A2E4K43 |
Strike | 50.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 07.07.2023 |
Premium | 78.24% |
Premium p.a. | 951.98% |
Leverage | 29.78 |
Implied volatility | 161.40% |
Moneyness | out-of-the-money |
Leverage | 4.9452 |
Delta | 0.1661 |
Gamma | 0.0002 |
Theta | -0.0005 |
Rho | 0.0000 |
Vega | 0.0002 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 50.96 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.15 |
Givaudan | 4'237.00 |
ZURICH INSURANCE | 469.30 |
ABB Ltd | 49.64 |
Nestlé SA | 91.62 |
Name | Price |
---|---|
Lonza Group | 486.20 |
UBS | 27.96 |
Partners Group Ho... | 1'193.00 |
Compagnie Financi... | 142.35 |
GEBERIT N | 555.60 |