Last price paid | 0.53 | |
Change | +6.00% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 18.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -74.76% |
Year to date (YTD) | -72.40% |
1 month | +47.22% |
3 months | -17.19% |
1 year | n.a. |
3 years | n.a. |
Issue price | 2.12 |
Underlying price on issue | 16'766.34 |
Premium | 0.05% |
Premium p.a. | 0.18% |
Leverage | 19.08 |
Implied volatility | 0.16 |
ISIN | CH1281051586 |
Symbol | DAX0ZZ |
Security | 128105158 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 17'600.00 |
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 | 4.60% |
Premium p.a. | 18.04% |
Leverage | 65.05 |
Implied volatility | 15.81% |
Moneyness | out-of-the-money |
Leverage | 19.0781 |
Delta | -0.2933 |
Gamma | 0.0000 |
Theta | -0.0041 |
Rho | -0.0282 |
Vega | 0.0605 |
Fair value | 0.54 |
Intrinsic value | n.a. |
Break-even | 17'320.92 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |