Last price paid | 0.54 | |
Change | -3.57% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 22.09.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -79.81% |
Year to date (YTD) | -69.14% |
1 month | -34.15% |
3 months | -44.90% |
1 year | n.a. |
3 years | n.a. |
Issue price | 2.65 |
Underlying price on issue | 15'975.47 |
Premium | 0.10% |
Premium p.a. | 0.16% |
Leverage | 12.89 |
Implied volatility | 0.17 |
ISIN | CH1268388316 |
Symbol | DAX4VZ |
Security | 126838831 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 17'000.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 15.09.2023 |
Premium | 9.53% |
Premium p.a. | 15.82% |
Leverage | 67.73 |
Implied volatility | 17.02% |
Moneyness | out-of-the-money |
Leverage | 12.8943 |
Delta | -0.1904 |
Gamma | 0.0000 |
Theta | -0.0022 |
Rho | -0.0487 |
Vega | 0.0764 |
Fair value | 0.54 |
Intrinsic value | n.a. |
Break-even | 16'727.02 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |