Last price paid | 0.57 | |
Change | -6.56% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 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 | +213.89% |
Year to date (YTD) | +128.00% |
1 month | -35.96% |
3 months | +39.02% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 31.96 |
Premium | 0.07% |
Premium p.a. | 0.12% |
Leverage | 4.82 |
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 | 6.98% |
Premium p.a. | 11.59% |
Leverage | 6.77 |
Implied volatility | 30.56% |
Moneyness | in-the-money |
Leverage | 4.8164 |
Delta | 0.7114 |
Gamma | 0.0038 |
Theta | -0.0009 |
Rho | 0.0130 |
Vega | 0.0101 |
Fair value | 0.27 |
Intrinsic value | n.a. |
Break-even | 41.77 |
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 |