Last price paid | 0.43 | |
Change | -4.44% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 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 | -79.95% |
Year to date (YTD) | -77.60% |
1 month | -44.87% |
3 months | -56.12% |
1 year | n.a. |
3 years | n.a. |
Issue price | 2.12 |
Underlying price on issue | 16'766.34 |
Premium | 0.06% |
Premium p.a. | 0.18% |
Leverage | 19.17 |
Implied volatility | 0.15 |
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 | 5.97% |
Premium p.a. | 18.31% |
Leverage | 85.22 |
Implied volatility | 15.16% |
Moneyness | out-of-the-money |
Leverage | 19.1694 |
Delta | -0.2249 |
Gamma | 0.0000 |
Theta | -0.0030 |
Rho | -0.0294 |
Vega | 0.0620 |
Fair value | 0.43 |
Intrinsic value | n.a. |
Break-even | 17'383.08 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |