Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 15.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Issue price | 0.25 |
Underlying price on issue | 22.53 |
Premium | 0.01% |
Premium p.a. | 0.33% |
Leverage | 148.07 |
Implied volatility | 0.07 |
ISIN | CH1281051271 |
Symbol | DTEKRZ |
Security | 128105127 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Deutsche Telekom N, DE0005557508 |
Underlying ISIN | DE0005557508 |
Strike | 23.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 4 |
Value day | 08.12.2023 |
Premium | 0.62% |
Premium p.a. | 32.52% |
Leverage | 364.19 |
Implied volatility | 7.21% |
Moneyness | out-of-the-money |
Leverage | 148.0699 |
Delta | 0.4066 |
Gamma | 0.4088 |
Theta | -0.0018 |
Rho | 0.0004 |
Vega | 0.0029 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 23.06 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |