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 |
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 | -9.37% |
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 | 0.04% |
Premium p.a. | 0.17% |
Leverage | 11.50 |
Implied volatility | 0.22 |
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 | 4.31% |
Premium p.a. | 16.92% |
Leverage | 20.79 |
Implied volatility | 21.78% |
Moneyness | in-the-money |
Leverage | 11.4984 |
Delta | 0.5530 |
Gamma | 0.0030 |
Theta | -0.0008 |
Rho | 0.0039 |
Vega | 0.0060 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 62.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 492.10 |
KUEHNE & NAGEL | 261.40 |
Sika AG | 259.60 |
SONOVA HLDG N | 274.10 |
NOVARTIS N | 96.19 |
Name | Price |
---|---|
Compagnie Financi... | 142.45 |
ROCHE GS | 251.30 |
SWISSCOM N | 501.50 |
ZURICH INSURANCE | 481.60 |
UBS | 26.32 |