Last price paid | 0.05 | |
Change | +11.11% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | -75.00% |
Year to date (YTD) | -73.68% |
1 month | 0.00% |
3 months | -54.55% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 57.78 |
Premium | 0.09% |
Premium p.a. | 0.31% |
Leverage | 13.29 |
Implied volatility | 0.22 |
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 | 8.80% |
Premium p.a. | 30.60% |
Leverage | 54.73 |
Implied volatility | 22.36% |
Moneyness | out-of-the-money |
Leverage | 13.2901 |
Delta | -0.2428 |
Gamma | 0.0022 |
Theta | -0.0005 |
Rho | -0.0023 |
Vega | 0.0050 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 54.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |