Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 30.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -94.74% |
Year to date (YTD) | -92.11% |
1 month | -92.50% |
3 months | -90.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 427.25 |
Premium | 0.04% |
Premium p.a. | 2.09% |
Leverage | 63.27 |
Implied volatility | 0.24 |
ISIN | CH1268385171 |
Symbol | DOKB7Z |
Security | 126838517 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | dormakaba Hldg N, CH0011795959 |
Underlying ISIN | CH0011795959 |
Strike | 480.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 23.08.2023 |
Premium | 4.00% |
Premium p.a. | 208.57% |
Leverage | 462.50 |
Implied volatility | 23.60% |
Moneyness | out-of-the-money |
Leverage | 63.2673 |
Delta | 0.1368 |
Gamma | 0.0001 |
Theta | -0.0023 |
Rho | 0.0001 |
Vega | 0.0014 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 481.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 494.50 |
KUEHNE & NAGEL | 262.60 |
Sika AG | 261.00 |
SONOVA HLDG N | 274.30 |
NOVARTIS N | 96.24 |
Name | Price |
---|---|
Compagnie Financi... | 142.75 |
SWISSCOM N | 501.50 |
ZURICH INSURANCE | 481.60 |
ROCHE GS | 251.70 |
Swiss Re | 111.75 |