Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 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 | -97.22% |
Year to date (YTD) | -93.18% |
1 month | -70.00% |
3 months | -92.11% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 458.50 |
Premium | 0.05% |
Premium p.a. | 2.65% |
Leverage | 50.80 |
Implied volatility | 0.30 |
ISIN | CH1268390544 |
Symbol | DOKK4Z |
Security | 126839054 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 5.08% |
Premium p.a. | 264.94% |
Leverage | 462.50 |
Implied volatility | 29.70% |
Moneyness | out-of-the-money |
Leverage | 50.7976 |
Delta | -0.1098 |
Gamma | 0.0001 |
Theta | -0.0024 |
Rho | -0.0001 |
Vega | 0.0012 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 439.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 261.00 |
SONOVA HLDG N | 274.50 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 487.30 |
Alcon AG | 80.38 |
Name | Price |
---|---|
Compagnie Financi... | 142.25 |
ROCHE GS | 250.00 |
ZURICH INSURANCE | 480.00 |
Swiss Re | 111.25 |
Nestlé SA | 92.96 |