Last price paid | 0.11 | |
Change | -8.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.06.2024 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 | -61.67% |
Year to date (YTD) | -62.07% |
1 month | n.a. |
3 months | -21.43% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.30 |
Underlying price on issue | 16'808.90 |
Premium | 0.31% |
Premium p.a. | 0.31% |
Leverage | 7.98 |
Implied volatility | 0.27 |
ISIN | CH1281052121 |
Symbol | DAX0WZ |
Security | 128105212 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 12'600.00 |
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 | 31.29% |
Premium p.a. | 31.19% |
Leverage | 151.43 |
Implied volatility | 26.73% |
Moneyness | out-of-the-money |
Leverage | 7.9798 |
Delta | -0.0527 |
Gamma | 0.0000 |
Theta | -0.0006 |
Rho | -0.0149 |
Vega | 0.0188 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 12'480.05 |
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 |