Last price paid | 0.43 | |
Change | -2.27% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 5'000.00 Unit | |
Date/time | 06.06.2024 17:15 |
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 | -62.17% |
Year to date (YTD) | -60.55% |
1 month | -23.21% |
3 months | -38.57% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.15 |
Underlying price on issue | 16'806.90 |
Premium | 0.11% |
Premium p.a. | 0.10% |
Leverage | 9.02 |
Implied volatility | 0.17 |
ISIN | CH1281052246 |
Symbol | DAXU8Z |
Security | 128105224 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 17'000.00 |
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 | 10.79% |
Premium p.a. | 10.20% |
Leverage | 41.31 |
Implied volatility | 17.26% |
Moneyness | out-of-the-money |
Leverage | 9.0187 |
Delta | -0.2183 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | -0.0502 |
Vega | 0.0544 |
Fair value | 0.44 |
Intrinsic value | n.a. |
Break-even | 16'550.93 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |