Last price paid | 0.11 | |
Change | +10.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 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 | -75.00% |
Year to date (YTD) | -68.57% |
1 month | +10.00% |
3 months | -52.17% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.46 |
Underlying price on issue | 11.63 |
Premium | 0.21% |
Premium p.a. | 0.36% |
Leverage | 5.65 |
Implied volatility | 0.37 |
ISIN | CH1281051131 |
Symbol | DBKOTZ |
Security | 128105113 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Deutsche Bank N, DE0005140008 |
Underlying ISIN | DE0005140008 |
Strike | 12.00 |
C/P type | put |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 4 |
Value day | 08.12.2023 |
Premium | 20.69% |
Premium p.a. | 36.48% |
Leverage | 30.33 |
Implied volatility | 37.38% |
Moneyness | out-of-the-money |
Leverage | 5.6506 |
Delta | -0.1863 |
Gamma | 0.0171 |
Theta | -0.0006 |
Rho | -0.0043 |
Vega | 0.0070 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 11.52 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 485.70 |
KUEHNE & NAGEL | 259.60 |
NOVARTIS N | 94.62 |
ROCHE GS | 246.60 |
Nestlé SA | 95.22 |
Name | Price |
---|---|
LOGITECH INT. | 90.18 |
Holcim | 80.74 |
Compagnie Financi... | 145.05 |
SONOVA HLDG N | 279.30 |
Swiss Re | 110.00 |