Last price paid | 0.20 | |
Change | -13.04% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | -15.85% |
Year to date (YTD) | -31.03% |
1 month | -41.18% |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 458.50 |
Premium | 0.10% |
Premium p.a. | 0.35% |
Leverage | 6.85 |
Implied volatility | 0.39 |
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 | 9.70% |
Premium p.a. | 34.72% |
Leverage | 13.59 |
Implied volatility | 38.98% |
Moneyness | out-of-the-money |
Leverage | 6.8527 |
Delta | 0.5041 |
Gamma | 0.0000 |
Theta | -0.0020 |
Rho | 0.0056 |
Vega | 0.0099 |
Fair value | 0.35 |
Intrinsic value | n.a. |
Break-even | 514.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.36 |
ABB Ltd | 50.50 |
Holcim | 80.98 |
Givaudan | 4'338.00 |
Swiss Life Hldg | 638.00 |
Name | Price |
---|---|
NOVARTIS N | 94.12 |
ROCHE GS | 246.10 |
LOGITECH INT. | 88.28 |
Nestlé SA | 95.20 |
SWISSCOM N | 496.00 |