Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 05.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -78.57% |
Year to date (YTD) | -40.00% |
1 month | n.a. |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 35.28 |
Premium | 0.34% |
Premium p.a. | 2.78% |
Leverage | 5.72 |
Implied volatility | 0.95 |
ISIN | CH1268386039 |
Symbol | DHEZ5Z |
Security | 126838603 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Delivery Hero N, DE000A2E4K43 |
Underlying ISIN | DE000A2E4K43 |
Strike | 40.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 29.08.2023 |
Premium | 33.53% |
Premium p.a. | 278.15% |
Leverage | 20.36 |
Implied volatility | 95.41% |
Moneyness | out-of-the-money |
Leverage | 5.7178 |
Delta | 0.2809 |
Gamma | 0.0003 |
Theta | -0.0004 |
Rho | 0.0001 |
Vega | 0.0004 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 41.53 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |