Last price paid | 0.48 | |
Change | -2.04% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 12:05 |
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 | +135.00% |
Year to date (YTD) | +37.14% |
1 month | -36.00% |
3 months | -67.35% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 29.64 |
Premium | 0.00% |
Premium p.a. | 0.21% |
Leverage | 6.91 |
Implied volatility | 0.72 |
ISIN | CH1281036900 |
Symbol | DTGMZZ |
Security | 128103690 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Daim Tr Hld E 21 N, DE000DTR0CK8 |
Underlying ISIN | DE000DTR0CK8 |
Strike | 32.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 02.11.2023 |
Premium | 0.40% |
Premium p.a. | 21.00% |
Leverage | 7.46 |
Implied volatility | 72.23% |
Moneyness | in-the-money |
Leverage | 6.9104 |
Delta | 0.9259 |
Gamma | 0.0040 |
Theta | -0.0036 |
Rho | 0.0005 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 36.93 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 261.90 |
LOGITECH INT. | 87.78 |
ABB Ltd | 50.04 |
SONOVA HLDG N | 273.40 |
Alcon AG | 80.62 |
Name | Price |
---|---|
Compagnie Financi... | 143.15 |
ZURICH INSURANCE | 481.70 |
SWISSCOM N | 506.00 |
Givaudan | 4'355.00 |
Nestlé SA | 94.10 |