Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 18.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 12.01.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.20% |
Year to date (YTD) | n.a. |
1 month | -62.50% |
3 months | -92.86% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.11 |
Underlying price on issue | 16'458.00 |
Premium | 0.10% |
Premium p.a. | 5.04% |
Leverage | 47.69 |
Implied volatility | 0.39 |
ISIN | CH1305129608 |
Symbol | DAXN5Z |
Security | 130512960 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 16'400.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 05.01.2024 |
Premium | 9.66% |
Premium p.a. | 503.74% |
Leverage | 1'729.64 |
Implied volatility | 38.82% |
Moneyness | out-of-the-money |
Leverage | 47.6868 |
Delta | -0.0276 |
Gamma | 0.0000 |
Theta | -0.0083 |
Rho | -0.0002 |
Vega | 0.0030 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 16'389.51 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.36 |
Swiss Life Hldg | 658.40 |
SONOVA HLDG N | 275.90 |
ROCHE GS | 250.40 |
UBS | 26.37 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.00 |
Nestlé SA | 92.14 |
GEBERIT N | 537.20 |
SWISSCOM N | 499.80 |
NOVARTIS N | 95.45 |