Last price paid | n.a. | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
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 | -98.80% |
Year to date (YTD) | -98.99% |
1 month | -80.00% |
3 months | -96.15% |
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. | 2.16% |
Leverage | 89.59 |
Implied volatility | 0.19 |
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 | 4.15% |
Premium p.a. | 216.33% |
Leverage | 1'729.64 |
Implied volatility | 18.99% |
Moneyness | out-of-the-money |
Leverage | 89.5885 |
Delta | -0.0518 |
Gamma | 0.0000 |
Theta | -0.0067 |
Rho | -0.0004 |
Vega | 0.0051 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 17'389.51 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 547.50 |
Givaudan | 4'506.00 |
ROCHE GS | 269.20 |
NOVARTIS N | 99.03 |
Swiss Re | 116.30 |
Name | Price |
---|---|
KUEHNE & NAGEL | 231.80 |
Nestlé SA | 82.04 |
Compagnie Financi... | 114.55 |
Sika AG | 268.90 |
Lonza Group | 531.20 |