Last price paid | 1.18 | |
Change | -0.84% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 03.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +380.43% |
Year to date (YTD) | +162.22% |
1 month | -13.87% |
3 months | +180.95% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 10.01 |
Premium | 0.00% |
Premium p.a. | 0.06% |
Leverage | 3.34 |
Implied volatility | 0.67 |
ISIN | CH1268393894 |
Symbol | DBKKOZ |
Security | 126839389 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Deutsche Bank N, DE0005140008 |
Underlying ISIN | DE0005140008 |
Strike | 11.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 4 |
Value day | 26.09.2023 |
Premium | 0.48% |
Premium p.a. | 5.83% |
Leverage | 3.45 |
Implied volatility | 67.10% |
Moneyness | in-the-money |
Leverage | 3.3388 |
Delta | 0.9684 |
Gamma | 0.0061 |
Theta | -0.0011 |
Rho | 0.0021 |
Vega | 0.0008 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 15.46 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.20 |
Givaudan | 4'233.00 |
ABB Ltd | 49.71 |
ROCHE GS | 229.30 |
ZURICH INSURANCE | 469.60 |
Name | Price |
---|---|
Lonza Group | 484.40 |
Partners Group Ho... | 1'194.00 |
UBS | 28.04 |
GEBERIT N | 556.40 |
Holcim | 79.22 |