Last price paid | 0.03 | |
Change | -40.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.09.2024 12:05 |
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 | -72.22% |
Year to date (YTD) | -64.71% |
1 month | -85.00% |
3 months | -62.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 57.78 |
Premium | 0.00% |
Premium p.a. | 0.08% |
Leverage | 92.90 |
Implied volatility | 0.07 |
ISIN | CH1281050422 |
Symbol | DKSV7Z |
Security | 128105042 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | DKSH Hldg N, CH0126673539 |
Underlying ISIN | CH0126673539 |
Strike | 64.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 08.12.2023 |
Premium | 0.16% |
Premium p.a. | 8.10% |
Leverage | 128.80 |
Implied volatility | 6.69% |
Moneyness | in-the-money |
Leverage | 92.9046 |
Delta | 0.7213 |
Gamma | 0.0249 |
Theta | -0.0008 |
Rho | 0.0005 |
Vega | 0.0014 |
Fair value | 0.00 |
Intrinsic value | n.a. |
Break-even | 64.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.60 |
SONOVA HLDG N | 304.80 |
Sika AG | 281.80 |
ROCHE GS | 272.80 |
Partners Group Ho... | 1'268.50 |
Name | Price |
---|---|
Holcim | 84.14 |
ABB Ltd | 49.73 |
Lonza Group | 537.80 |
Givaudan | 4'602.00 |
ZURICH INSURANCE | 515.20 |