Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 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 | -98.43% |
Year to date (YTD) | -97.74% |
1 month | -78.57% |
3 months | -94.00% |
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. | 1.28% |
Leverage | 54.99 |
Implied volatility | 0.19 |
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 | 7.37% |
Premium p.a. | 128.17% |
Leverage | 1'438.04 |
Implied volatility | 18.60% |
Moneyness | out-of-the-money |
Leverage | 54.9883 |
Delta | -0.0382 |
Gamma | 0.0000 |
Theta | -0.0030 |
Rho | -0.0009 |
Vega | 0.0072 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 17'187.10 |
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 |