Last price paid | 1.06 | |
Change | +1.92% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.06.2024 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 | +332.61% |
Year to date (YTD) | +135.56% |
1 month | +1.92% |
3 months | +135.56% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 10.01 |
Premium | 0.00% |
Premium p.a. | 0.07% |
Leverage | 3.53 |
Implied volatility | 0.73 |
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. | 7.36% |
Leverage | 3.66 |
Implied volatility | 72.68% |
Moneyness | in-the-money |
Leverage | 3.5272 |
Delta | 0.9625 |
Gamma | 0.0075 |
Theta | -0.0014 |
Rho | 0.0017 |
Vega | 0.0008 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 15.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 260.70 |
Nestlé SA | 97.84 |
Lonza Group | 490.70 |
ROCHE GS | 234.50 |
Givaudan | 4'238.00 |
Name | Price |
---|---|
UBS | 27.78 |
Swiss Re | 112.00 |
ABB Ltd | 49.18 |
Holcim | 77.70 |
ZURICH INSURANCE | 468.80 |