Last price paid | 0.03 | |
Change | 0.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 28'000.00 Unit | |
Date/time | 07.06.2024 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 | -76.92% |
Year to date (YTD) | -78.57% |
1 month | -78.57% |
3 months | -72.73% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 72.58 |
Premium | 0.33% |
Premium p.a. | 1.06% |
Leverage | 5.84 |
Implied volatility | 0.58 |
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 | 32.59% |
Premium p.a. | 106.20% |
Leverage | 20.87 |
Implied volatility | 58.37% |
Moneyness | out-of-the-money |
Leverage | 5.8425 |
Delta | 0.2800 |
Gamma | 0.0002 |
Theta | -0.0003 |
Rho | 0.0004 |
Vega | 0.0012 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 83.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |