Last price paid | 0.09 | |
Change | -10.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 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 | -57.50% |
Year to date (YTD) | -68.97% |
1 month | +5.88% |
3 months | -43.75% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 64.75 |
Premium | 0.06% |
Premium p.a. | 0.23% |
Leverage | 12.60 |
Implied volatility | 0.21 |
ISIN | CH1268392391 |
Symbol | DKSJDZ |
Security | 126839239 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | DKSH Hldg N, CH0126673539 |
Underlying ISIN | CH0126673539 |
Strike | 60.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 21.09.2023 |
Premium | 6.12% |
Premium p.a. | 22.56% |
Leverage | 36.53 |
Implied volatility | 21.41% |
Moneyness | out-of-the-money |
Leverage | 12.6026 |
Delta | -0.3450 |
Gamma | 0.0027 |
Theta | -0.0006 |
Rho | -0.0031 |
Vega | 0.0060 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 58.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'178.50 |
SONOVA HLDG N | 274.20 |
Alcon AG | 79.88 |
Swiss Re | 113.15 |
Lonza Group | 480.60 |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.80 |
Compagnie Financi... | 139.65 |
LOGITECH INT. | 87.24 |
Holcim | 81.54 |
ROCHE GS | 250.00 |