Last price paid | 0.05 | |
Change | +66.67% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 03.01.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -97.17% |
Year to date (YTD) | -96.24% |
1 month | -75.00% |
3 months | -89.58% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.59 |
Underlying price on issue | 16'647.95 |
Premium | 0.07% |
Premium p.a. | 0.92% |
Leverage | 47.14 |
Implied volatility | 0.18 |
ISIN | CH1305128279 |
Symbol | DAXNYZ |
Security | 130512827 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 17'200.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 21.12.2023 |
Premium | 7.07% |
Premium p.a. | 92.11% |
Leverage | 804.87 |
Implied volatility | 17.53% |
Moneyness | out-of-the-money |
Leverage | 47.1417 |
Delta | -0.0586 |
Gamma | 0.0000 |
Theta | -0.0034 |
Rho | -0.0018 |
Vega | 0.0117 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 17'177.04 |
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 |