Last price paid | 0.01 | |
Change | -60.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 18.09.2024 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 | -97.25% |
Year to date (YTD) | -80.00% |
1 month | -80.00% |
3 months | -50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 64.75 |
Premium | 0.06% |
Premium p.a. | 3.00% |
Leverage | 55.45 |
Implied volatility | 0.29 |
ISIN | CH1268392342 |
Symbol | DKS5PZ |
Security | 126839234 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | DKSH Hldg N, CH0126673539 |
Underlying ISIN | CH0126673539 |
Strike | 68.00 |
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 | 5.76% |
Premium p.a. | 300.39% |
Leverage | 585.45 |
Implied volatility | 29.07% |
Moneyness | out-of-the-money |
Leverage | 55.4501 |
Delta | 0.0947 |
Gamma | 0.0032 |
Theta | -0.0015 |
Rho | 0.0001 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 68.11 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 131.15 |
LOGITECH INT. | 74.76 |
UBS | 26.20 |
Partners Group Ho... | 1'259.00 |
Lonza Group | 540.40 |
Name | Price |
---|---|
NOVARTIS N | 97.90 |
Givaudan | 4'609.00 |
KUEHNE & NAGEL | 231.90 |
GEBERIT N | 559.60 |
ZURICH INSURANCE | 515.40 |