Last price paid | 0.10 | |
Change | +5.26% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | -77.17% |
Year to date (YTD) | -71.43% |
1 month | -28.57% |
3 months | -67.74% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.46 |
Underlying price on issue | 11.63 |
Premium | 0.24% |
Premium p.a. | 0.40% |
Leverage | 5.50 |
Implied volatility | 0.39 |
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 | 24.00% |
Premium p.a. | 39.82% |
Leverage | 35.53 |
Implied volatility | 38.88% |
Moneyness | out-of-the-money |
Leverage | 5.5004 |
Delta | -0.1548 |
Gamma | 0.0132 |
Theta | -0.0005 |
Rho | -0.0041 |
Vega | 0.0069 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 11.57 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |