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 | +393.48% |
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 | 0.01% |
Premium p.a. | 0.08% |
Leverage | 3.22 |
Implied volatility | 0.76 |
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 | 0.66% |
Premium p.a. | 8.03% |
Leverage | 3.38 |
Implied volatility | 75.82% |
Moneyness | in-the-money |
Leverage | 3.2243 |
Delta | 0.9550 |
Gamma | 0.0071 |
Theta | -0.0016 |
Rho | 0.0021 |
Vega | 0.0010 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 15.59 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.15 |
Givaudan | 4'233.00 |
ZURICH INSURANCE | 469.50 |
ABB Ltd | 49.64 |
ROCHE GS | 228.80 |
Name | Price |
---|---|
Lonza Group | 486.10 |
UBS | 27.98 |
Partners Group Ho... | 1'194.00 |
Compagnie Financi... | 142.40 |
GEBERIT N | 555.20 |