Last price paid | 0.26 | |
Change | +18.18% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | -58.59% |
Year to date (YTD) | -56.67% |
1 month | +18.18% |
3 months | -21.21% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.64 |
Underlying price on issue | 16'808.40 |
Premium | 0.18% |
Premium p.a. | 0.18% |
Leverage | 8.47 |
Implied volatility | 0.21 |
ISIN | CH1281052170 |
Symbol | DAX12Z |
Security | 128105217 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 15'000.00 |
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 | 18.29% |
Premium p.a. | 17.61% |
Leverage | 64.77 |
Implied volatility | 20.99% |
Moneyness | out-of-the-money |
Leverage | 8.4725 |
Delta | -0.1308 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | -0.0312 |
Vega | 0.0371 |
Fair value | 0.27 |
Intrinsic value | n.a. |
Break-even | 14'721.83 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |