Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.11.2023 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -85.71% |
Year to date (YTD) | n.a. |
1 month | -25.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 64.90 |
Premium | 0.26% |
Premium p.a. | 8.54% |
Leverage | 17.81 |
Implied volatility | 0.80 |
ISIN | CH1268389926 |
Symbol | DKSPHZ |
Security | 126838992 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | DKSH Hldg N, CH0126673539 |
Underlying ISIN | CH0126673539 |
Strike | 76.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.09.2023 |
Premium | 25.74% |
Premium p.a. | 854.19% |
Leverage | 303.00 |
Implied volatility | 79.60% |
Moneyness | out-of-the-money |
Leverage | 17.8103 |
Delta | 0.0588 |
Gamma | 0.0007 |
Theta | -0.0021 |
Rho | 0.0001 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 76.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.50 |
Swiss Re | 110.15 |
ZURICH INSURANCE | 475.60 |
ABB Ltd | 50.32 |
Swiss Life Hldg | 637.60 |
Name | Price |
---|---|
Alcon AG | 78.56 |
SONOVA HLDG N | 271.70 |
Lonza Group | 472.80 |
NOVARTIS N | 93.54 |
Compagnie Financi... | 142.10 |