Last price paid | 0.37 | |
Change | -2.63% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 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 | +108.33% |
Year to date (YTD) | +52.00% |
1 month | -37.70% |
3 months | -66.37% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 31.96 |
Premium | 0.09% |
Premium p.a. | 0.17% |
Leverage | 5.70 |
Implied volatility | 0.31 |
ISIN | CH1281050612 |
Symbol | DTGHSZ |
Security | 128105061 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Daim Tr Hld E 21 N, DE000DTR0CK8 |
Underlying ISIN | DE000DTR0CK8 |
Strike | 36.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 08.12.2023 |
Premium | 8.94% |
Premium p.a. | 16.81% |
Leverage | 9.36 |
Implied volatility | 30.74% |
Moneyness | in-the-money |
Leverage | 5.6975 |
Delta | 0.6087 |
Gamma | 0.0049 |
Theta | -0.0010 |
Rho | 0.0094 |
Vega | 0.0098 |
Fair value | 0.31 |
Intrinsic value | n.a. |
Break-even | 39.91 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 260.20 |
SONOVA HLDG N | 274.10 |
KUEHNE & NAGEL | 260.10 |
Lonza Group | 485.80 |
Swiss Life Hldg | 654.20 |
Name | Price |
---|---|
Compagnie Financi... | 142.00 |
ROCHE GS | 249.80 |
UBS | 26.22 |
ZURICH INSURANCE | 480.10 |
Swiss Re | 111.25 |