Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.07.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -95.77% |
Year to date (YTD) | -92.86% |
1 month | -60.00% |
3 months | -94.12% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 72.58 |
Premium | 0.82% |
Premium p.a. | 4.53% |
Leverage | 6.72 |
Implied volatility | 0.88 |
ISIN | CH1281049523 |
Symbol | DOC5XZ |
Security | 128104952 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | DocMorris N, CH0042615283 |
Underlying ISIN | CH0042615283 |
Strike | 80.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 08.12.2023 |
Premium | 81.99% |
Premium p.a. | 453.44% |
Leverage | 80.47 |
Implied volatility | 88.35% |
Moneyness | out-of-the-money |
Leverage | 6.7207 |
Delta | 0.0835 |
Gamma | 0.0001 |
Theta | -0.0002 |
Rho | 0.0001 |
Vega | 0.0003 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 80.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 268.90 |
ABB Ltd | 49.39 |
Lonza Group | 521.40 |
Partners Group Ho... | 1'221.50 |
Holcim | 85.22 |
Name | Price |
---|---|
Givaudan | 4'130.00 |
ROCHE GS | 273.30 |
LOGITECH INT. | 79.88 |
Nestlé SA | 94.26 |
SWISSCOM N | 533.00 |