Last price paid | 0.15 | |
Change | -6.25% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -62.20% |
Year to date (YTD) | -48.28% |
1 month | -62.50% |
3 months | -42.31% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 458.50 |
Premium | 0.08% |
Premium p.a. | 0.30% |
Leverage | 12.02 |
Implied volatility | 0.25 |
ISIN | CH1268390510 |
Symbol | DOK4DZ |
Security | 126839051 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
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 | 19.09.2023 |
Premium | 7.60% |
Premium p.a. | 29.83% |
Leverage | 29.71 |
Implied volatility | 24.68% |
Moneyness | out-of-the-money |
Leverage | 12.0234 |
Delta | 0.4047 |
Gamma | 0.0001 |
Theta | -0.0013 |
Rho | 0.0044 |
Vega | 0.0090 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 495.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 264.10 |
Lonza Group | 492.10 |
Sika AG | 260.70 |
SONOVA HLDG N | 275.10 |
NOVARTIS N | 96.78 |
Name | Price |
---|---|
Compagnie Financi... | 143.60 |
ZURICH INSURANCE | 483.20 |
SWISSCOM N | 505.00 |
Swiss Re | 112.40 |
ROCHE GS | 253.30 |