Last price paid | 0.19 | |
Change | -9.52% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Perf. since issue | +15.63% |
Year to date (YTD) | +26.67% |
1 month | +18.75% |
3 months | -17.39% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 57.78 |
Premium | 0.03% |
Premium p.a. | 0.11% |
Leverage | 10.90 |
Implied volatility | 0.20 |
ISIN | CH1281050380 |
Symbol | DKSVPZ |
Security | 128105038 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | DKSH Hldg N, CH0126673539 |
Underlying ISIN | CH0126673539 |
Strike | 60.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 08.12.2023 |
Premium | 2.91% |
Premium p.a. | 11.29% |
Leverage | 16.73 |
Implied volatility | 20.28% |
Moneyness | in-the-money |
Leverage | 10.9001 |
Delta | 0.6515 |
Gamma | 0.0029 |
Theta | -0.0007 |
Rho | 0.0047 |
Vega | 0.0058 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 63.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |