Last price paid | 0.23 | |
Change | -4.17% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.09.2024 12:05 |
Fixing | 20.09.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +40.63% |
Year to date (YTD) | +53.33% |
1 month | -39.47% |
3 months | +21.05% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 57.78 |
Premium | 0.00% |
Premium p.a. | 0.08% |
Leverage | 13.38 |
Implied volatility | 0.34 |
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 | 0.16% |
Premium p.a. | 8.10% |
Leverage | 14.31 |
Implied volatility | 34.18% |
Moneyness | in-the-money |
Leverage | 13.3773 |
Delta | 0.9348 |
Gamma | 0.0021 |
Theta | -0.0014 |
Rho | 0.0005 |
Vega | 0.0006 |
Fair value | 0.00 |
Intrinsic value | n.a. |
Break-even | 64.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.50 |
SONOVA HLDG N | 303.40 |
Alcon AG | 84.38 |
ROCHE GS | 272.40 |
Sika AG | 280.80 |
Name | Price |
---|---|
Holcim | 83.48 |
ABB Ltd | 49.56 |
Givaudan | 4'585.00 |
Lonza Group | 537.60 |
ZURICH INSURANCE | 513.40 |