Last price paid | 0.05 | |
Change | +11.11% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 30'000.00 Unit | |
Date/time | 30.05.2024 17:15 |
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 | -65.38% |
Year to date (YTD) | -64.29% |
1 month | -61.54% |
3 months | -68.75% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 72.58 |
Premium | 0.24% |
Premium p.a. | 0.75% |
Leverage | 5.53 |
Implied volatility | 0.55 |
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 | 23.99% |
Premium p.a. | 75.49% |
Leverage | 15.14 |
Implied volatility | 55.15% |
Moneyness | out-of-the-money |
Leverage | 5.5293 |
Delta | 0.3651 |
Gamma | 0.0002 |
Theta | -0.0004 |
Rho | 0.0006 |
Vega | 0.0014 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 84.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'160.00 |
LOGITECH INT. | 88.80 |
Partners Group Ho... | 1'200.00 |
Swiss Re | 114.15 |
Alcon AG | 80.12 |