Last price paid | 0.085 | |
Change | -15.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.07.2024 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 | -80.49% |
Year to date (YTD) | -71.67% |
1 month | -29.17% |
3 months | -39.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 458.50 |
Premium | 0.09% |
Premium p.a. | 0.42% |
Leverage | 13.85 |
Implied volatility | 0.25 |
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 | 8.96% |
Premium p.a. | 41.91% |
Leverage | 59.31 |
Implied volatility | 25.26% |
Moneyness | out-of-the-money |
Leverage | 13.8492 |
Delta | -0.2335 |
Gamma | 0.0001 |
Theta | -0.0010 |
Rho | -0.0025 |
Vega | 0.0067 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 432.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 552.60 |
Lonza Group | 520.60 |
Alcon AG | 80.80 |
Holcim | 82.42 |
Compagnie Financi... | 141.35 |
Name | Price |
---|---|
Swiss Life Hldg | 677.60 |
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 81.82 |
SWISSCOM N | 525.50 |
Swiss Re | 110.60 |