Last price paid | 0.04 | |
Change | -42.86% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 18.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.49% |
Year to date (YTD) | -97.32% |
1 month | -46.67% |
3 months | -90.91% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.66 |
Underlying price on issue | 16'766.84 |
Premium | 0.04% |
Premium p.a. | 1.54% |
Leverage | 82.00 |
Implied volatility | 0.17 |
ISIN | CH1281051537 |
Symbol | DAXL5Z |
Security | 128105153 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 17'400.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 11.12.2023 |
Premium | 4.23% |
Premium p.a. | 154.23% |
Leverage | 1'382.08 |
Implied volatility | 16.96% |
Moneyness | out-of-the-money |
Leverage | 82.0025 |
Delta | -0.0593 |
Gamma | 0.0000 |
Theta | -0.0055 |
Rho | -0.0006 |
Vega | 0.0068 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 17'386.86 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 479.40 |
Swiss Life Hldg | 645.80 |
ABB Ltd | 50.88 |
Givaudan | 4'344.00 |
Partners Group Ho... | 1'153.00 |
Name | Price |
---|---|
NOVARTIS N | 92.96 |
Compagnie Financi... | 141.35 |
Nestlé SA | 94.64 |
SONOVA HLDG N | 271.00 |
Alcon AG | 78.36 |