Last price paid | 0.34 | |
Change | -20.93% [ -0.09 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 104'800.00 Unit | |
Date/time | 14.06.2024 17:15 |
Fixing | 20.09.2024 |
Settlement date | 27.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +24.07% |
Year to date (YTD) | +13.33% |
1 month | -60.00% |
3 months | -42.37% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 15'764.65 |
Premium | 0.05% |
Premium p.a. | 0.18% |
Leverage | 20.43 |
Implied volatility | 0.13 |
ISIN | CH1268391336 |
Symbol | DAXV5Z |
Security | 126839133 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 18'600.00 |
C/P type | call |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 20.09.2023 |
Premium | 5.13% |
Premium p.a. | 17.85% |
Leverage | 51.27 |
Implied volatility | 13.36% |
Moneyness | out-of-the-money |
Leverage | 20.4318 |
Delta | 0.3985 |
Gamma | 0.0000 |
Theta | -0.0029 |
Rho | 0.0181 |
Vega | 0.0356 |
Fair value | 0.34 |
Intrinsic value | n.a. |
Break-even | 18'951.61 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |