Last price paid | 0.045 | |
Change | -10.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.06.2024 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 | -81.82% |
Year to date (YTD) | -76.32% |
1 month | 0.00% |
3 months | -55.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 57.78 |
Premium | 0.11% |
Premium p.a. | 0.39% |
Leverage | 14.21 |
Implied volatility | 0.23 |
ISIN | CH1281048327 |
Symbol | DKSHRZ |
Security | 128104832 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | DKSH Hldg N, CH0126673539 |
Underlying ISIN | CH0126673539 |
Strike | 56.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 08.12.2023 |
Premium | 10.68% |
Premium p.a. | 39.37% |
Leverage | 77.25 |
Implied volatility | 23.41% |
Moneyness | out-of-the-money |
Leverage | 14.2123 |
Delta | -0.1840 |
Gamma | 0.0018 |
Theta | -0.0005 |
Rho | -0.0016 |
Vega | 0.0043 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 55.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 261.40 |
Partners Group Ho... | 1'175.00 |
Holcim | 82.58 |
GEBERIT N | 543.60 |
Givaudan | 4'323.00 |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.90 |
Compagnie Financi... | 139.70 |
NOVARTIS N | 93.59 |
Nestlé SA | 94.38 |
ROCHE GS | 249.70 |