Last price paid | 1.67 | |
Change | -1.76% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.09.2024 12:05 |
Fixing | 20.09.2024 |
Settlement date | 26.10.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +362.50% |
Year to date (YTD) | +247.92% |
1 month | +108.75% |
3 months | +288.37% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 412.00 |
Premium | 0.00% |
Premium p.a. | 0.04% |
Leverage | 3.59 |
Implied volatility | 1.06 |
ISIN | CH1281035399 |
Symbol | DOKQNZ |
Security | 128103539 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | dormakaba Hldg N, CH0011795959 |
Underlying ISIN | CH0011795959 |
Strike | 440.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 19.10.2023 |
Premium | 0.08% |
Premium p.a. | 4.30% |
Leverage | 3.64 |
Implied volatility | 106.38% |
Moneyness | in-the-money |
Leverage | 3.5947 |
Delta | 0.9877 |
Gamma | 0.0000 |
Theta | -0.0019 |
Rho | 0.0008 |
Vega | 0.0003 |
Fair value | 0.00 |
Intrinsic value | n.a. |
Break-even | 606.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |