Last price paid | 0.33 | |
Change | +10.00% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 20.12.2023 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -62.21% |
Year to date (YTD) | -59.26% |
1 month | -19.51% |
3 months | -31.25% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.86 |
Underlying price on issue | 16'808.40 |
Premium | 0.15% |
Premium p.a. | 0.14% |
Leverage | 8.76 |
Implied volatility | 0.19 |
ISIN | CH1281052196 |
Symbol | DAXQ2Z |
Security | 128105219 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 16'000.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 13.12.2023 |
Premium | 15.23% |
Premium p.a. | 14.11% |
Leverage | 55.73 |
Implied volatility | 19.15% |
Moneyness | out-of-the-money |
Leverage | 8.7647 |
Delta | -0.1573 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | -0.0394 |
Vega | 0.0452 |
Fair value | 0.33 |
Intrinsic value | n.a. |
Break-even | 15'668.35 |
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 |