Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 09.11.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -66.67% |
Year to date (YTD) | -12.50% |
1 month | -22.22% |
3 months | +16.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 26.39 |
Premium | 0.13% |
Premium p.a. | 1.55% |
Leverage | 6.44 |
Implied volatility | 0.81 |
ISIN | CH1281036926 |
Symbol | DHES3Z |
Security | 128103692 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Delivery Hero N, DE000A2E4K43 |
Underlying ISIN | DE000A2E4K43 |
Strike | 30.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 02.11.2023 |
Premium | 12.74% |
Premium p.a. | 155.05% |
Leverage | 14.06 |
Implied volatility | 81.35% |
Moneyness | out-of-the-money |
Leverage | 6.4448 |
Delta | 0.4582 |
Gamma | 0.0006 |
Theta | -0.0004 |
Rho | 0.0001 |
Vega | 0.0003 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 32.02 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 485.50 |
UBS | 28.02 |
Partners Group Ho... | 1'197.00 |
Holcim | 79.30 |
LOGITECH INT. | 86.44 |