Last price paid | 2.74 | |
Change | -0.36% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 03.10.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +148.64% |
Year to date (YTD) | +70.19% |
1 month | +15.61% |
3 months | +23.42% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.10 |
Underlying price on issue | 15'311.63 |
Premium | 0.02% |
Premium p.a. | 0.05% |
Leverage | 5.99 |
Implied volatility | 0.22 |
ISIN | CH1281032115 |
Symbol | DAXM1Z |
Security | 128103211 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 16'000.00 |
C/P type | call |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 26.09.2023 |
Premium | 1.67% |
Premium p.a. | 5.11% |
Leverage | 6.62 |
Implied volatility | 22.00% |
Moneyness | in-the-money |
Leverage | 5.9936 |
Delta | 0.9050 |
Gamma | 0.0000 |
Theta | -0.0031 |
Rho | 0.0514 |
Vega | 0.0175 |
Fair value | 0.30 |
Intrinsic value | n.a. |
Break-even | 18'790.87 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |