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 | 0.32% |
Premium p.a. | 0.32% |
Leverage | 7.88 |
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 | 31.55% |
Premium p.a. | 31.64% |
Leverage | 152.69 |
Implied volatility | 27.19% |
Moneyness | out-of-the-money |
Leverage | 7.8832 |
Delta | -0.0516 |
Gamma | 0.0000 |
Theta | -0.0006 |
Rho | -0.0147 |
Vega | 0.0186 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 12'480.58 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'154.00 |
SWISSCOM N | 505.50 |
NOVARTIS N | 96.17 |
Lonza Group | 490.40 |
SONOVA HLDG N | 277.60 |
Name | Price |
---|---|
Givaudan | 4'260.00 |
Compagnie Financi... | 140.25 |
GEBERIT N | 530.80 |
Sika AG | 257.20 |
Nestlé SA | 91.72 |