Last price paid | 0.14 | |
Change | -6.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.06.2024 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 | -64.63% |
Year to date (YTD) | -53.33% |
1 month | +75.00% |
3 months | -30.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 458.50 |
Premium | 0.07% |
Premium p.a. | 0.29% |
Leverage | 10.66 |
Implied volatility | 0.26 |
ISIN | CH1268390551 |
Symbol | DOKLRZ |
Security | 126839055 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | dormakaba Hldg N, CH0011795959 |
Underlying ISIN | CH0011795959 |
Strike | 440.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 19.09.2023 |
Premium | 7.40% |
Premium p.a. | 29.04% |
Leverage | 31.69 |
Implied volatility | 26.09% |
Moneyness | out-of-the-money |
Leverage | 10.6599 |
Delta | -0.3364 |
Gamma | 0.0001 |
Theta | -0.0011 |
Rho | -0.0043 |
Vega | 0.0085 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 425.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 491.40 |
KUEHNE & NAGEL | 260.90 |
Sika AG | 259.40 |
SONOVA HLDG N | 273.90 |
NOVARTIS N | 96.12 |
Name | Price |
---|---|
Compagnie Financi... | 142.55 |
ROCHE GS | 251.10 |
SWISSCOM N | 501.00 |
Nestlé SA | 93.08 |
UBS | 26.28 |