Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Issue price | 0.17 |
Underlying price on issue | 57.78 |
Premium | 0.17% |
Premium p.a. | 0.28% |
Leverage | 10.86 |
Implied volatility | 0.22 |
ISIN | CH1281048350 |
Symbol | DKSY8Z |
Security | 128104835 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | DKSH Hldg N, CH0126673539 |
Underlying ISIN | CH0126673539 |
Strike | 52.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 08.12.2023 |
Premium | 17.26% |
Premium p.a. | 27.51% |
Leverage | 88.57 |
Implied volatility | 21.81% |
Moneyness | out-of-the-money |
Leverage | 10.8598 |
Delta | -0.1226 |
Gamma | 0.0009 |
Theta | -0.0002 |
Rho | -0.0026 |
Vega | 0.0050 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 51.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 82.86 |
SONOVA HLDG N | 288.20 |
LOGITECH INT. | 85.30 |
Swiss Re | 111.35 |
SWISSCOM N | 500.50 |