Last price paid | 0.001 | |
Change | -90.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 50'000.00 Unit | |
Date/time | 21.06.2024 12:00 |
Fixing | 21.06.2024 |
Settlement date | 18.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Issue price | 0.23 |
Underlying price on issue | 461.75 |
Premium | 0.13% |
Premium p.a. | 6.54% |
Leverage | 37.64 |
Implied volatility | 0.49 |
ISIN | CH1268387433 |
Symbol | DOKR3Z |
Security | 126838743 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | dormakaba Hldg N, CH0011795959 |
Underlying ISIN | CH0011795959 |
Strike | 520.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 11.09.2023 |
Premium | 12.55% |
Premium p.a. | 654.46% |
Leverage | 840.91 |
Implied volatility | 48.58% |
Moneyness | out-of-the-money |
Leverage | 37.6391 |
Delta | 0.0448 |
Gamma | 0.0000 |
Theta | -0.0019 |
Rho | 0.0000 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 520.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
Name | Price |
---|---|
KUEHNE & NAGEL | 263.40 |
SONOVA HLDG N | 276.10 |
LOGITECH INT. | 87.96 |
Sika AG | 260.50 |
Lonza Group | 489.80 |
Name | Price |
---|---|
ZURICH INSURANCE | 481.90 |
Compagnie Financi... | 143.35 |
Swiss Re | 112.20 |
SWISSCOM N | 505.00 |
ROCHE GS | 253.80 |