Last price paid | 0.045 | |
Change | +12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 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 | -35.00% |
Year to date (YTD) | -67.86% |
1 month | n.a. |
3 months | -77.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 31.96 |
Premium | 0.19% |
Premium p.a. | 0.69% |
Leverage | 10.95 |
Implied volatility | 0.33 |
ISIN | CH1281050646 |
Symbol | DTG37Z |
Security | 128105064 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Daim Tr Hld E 21 N, DE000DTR0CK8 |
Underlying ISIN | DE000DTR0CK8 |
Strike | 40.00 |
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 | 19.01% |
Premium p.a. | 68.71% |
Leverage | 49.54 |
Implied volatility | 32.81% |
Moneyness | out-of-the-money |
Leverage | 10.9466 |
Delta | 0.2210 |
Gamma | 0.0053 |
Theta | -0.0009 |
Rho | 0.0018 |
Vega | 0.0050 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 40.69 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.20 |
SONOVA HLDG N | 303.60 |
Alcon AG | 84.60 |
ROCHE GS | 272.60 |
Sika AG | 281.30 |
Name | Price |
---|---|
Holcim | 83.48 |
ABB Ltd | 49.45 |
ZURICH INSURANCE | 513.80 |
Lonza Group | 539.40 |
SWISSCOM N | 553.50 |