Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 28.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -89.29% |
Year to date (YTD) | -33.33% |
1 month | n.a. |
3 months | -73.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 64.75 |
Premium | 0.18% |
Premium p.a. | 0.65% |
Leverage | 19.64 |
Implied volatility | 0.22 |
ISIN | CH1268392409 |
Symbol | DKSDBZ |
Security | 126839240 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | DKSH Hldg N, CH0126673539 |
Underlying ISIN | CH0126673539 |
Strike | 72.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 21.09.2023 |
Premium | 17.75% |
Premium p.a. | 65.45% |
Leverage | 204.67 |
Implied volatility | 21.87% |
Moneyness | out-of-the-money |
Leverage | 19.6415 |
Delta | 0.0960 |
Gamma | 0.0012 |
Theta | -0.0003 |
Rho | 0.0008 |
Vega | 0.0027 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 72.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'175.00 |
Sika AG | 261.10 |
GEBERIT N | 543.80 |
Holcim | 82.48 |
Givaudan | 4'313.00 |
Name | Price |
---|---|
Compagnie Financi... | 139.55 |
KUEHNE & NAGEL | 258.90 |
NOVARTIS N | 93.47 |
Nestlé SA | 94.18 |
ROCHE GS | 249.40 |