Last price paid | 0.045 | |
Change | +80.00% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 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 | -25.00% |
Year to date (YTD) | +12.50% |
1 month | -30.77% |
3 months | +50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 26.39 |
Premium | 0.11% |
Premium p.a. | 0.93% |
Leverage | 4.16 |
Implied volatility | 0.94 |
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 | 11.20% |
Premium p.a. | 92.91% |
Leverage | 6.79 |
Implied volatility | 93.58% |
Moneyness | in-the-money |
Leverage | 4.1601 |
Delta | 0.6131 |
Gamma | 0.0004 |
Theta | -0.0004 |
Rho | 0.0002 |
Vega | 0.0004 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 34.58 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |