Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | 5'000.00 Unit | |
Cumulative volume | 5'000.00 Unit | |
Date/time | 26.06.2024 13:34 |
Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -78.75% |
Year to date (YTD) | -73.33% |
1 month | -27.27% |
3 months | -69.23% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 72.58 |
Premium | 0.73% |
Premium p.a. | 1.37% |
Leverage | 4.50 |
Implied volatility | 0.67 |
ISIN | CH1281049580 |
Symbol | DOCZ4Z |
Security | 128104958 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | DocMorris N, CH0042615283 |
Underlying ISIN | CH0042615283 |
Strike | 92.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 08.12.2023 |
Premium | 72.69% |
Premium p.a. | 136.77% |
Leverage | 21.47 |
Implied volatility | 66.69% |
Moneyness | out-of-the-money |
Leverage | 4.5039 |
Delta | 0.2098 |
Gamma | 0.0001 |
Theta | -0.0002 |
Rho | 0.0005 |
Vega | 0.0011 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 94.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 259.00 |
KUEHNE & NAGEL | 259.60 |
Lonza Group | 485.80 |
SONOVA HLDG N | 272.00 |
Givaudan | 4'349.00 |
Name | Price |
---|---|
Compagnie Financi... | 141.95 |
ROCHE GS | 250.10 |
Swiss Re | 111.05 |
Partners Group Ho... | 1'138.50 |
UBS | 26.20 |