Last price paid | 0.055 | |
Change | +10.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.05.2024 17:20 |
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 | -40.00% |
Year to date (YTD) | -50.00% |
1 month | n.a. |
3 months | -8.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 72.58 |
Premium | 0.30% |
Premium p.a. | 0.47% |
Leverage | 2.64 |
Implied volatility | 0.63 |
ISIN | CH1281049655 |
Symbol | DOCCGZ |
Security | 128104965 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | DocMorris N, CH0042615283 |
Underlying ISIN | CH0042615283 |
Strike | 55.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 08.12.2023 |
Premium | 30.00% |
Premium p.a. | 46.79% |
Leverage | 11.67 |
Implied volatility | 62.57% |
Moneyness | out-of-the-money |
Leverage | 2.6353 |
Delta | -0.2259 |
Gamma | 0.0001 |
Theta | -0.0002 |
Rho | -0.0014 |
Vega | 0.0017 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 49.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
Swiss Life Hldg | 626.60 |
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
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Alcon AG | 80.08 |