Last price paid | 0.40 | |
Change | +8.11% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 12.01.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +136.67% |
Year to date (YTD) | n.a. |
1 month | +17.65% |
3 months | +344.44% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 12.36 |
Premium | 0.13% |
Premium p.a. | 0.22% |
Leverage | 5.62 |
Implied volatility | 0.32 |
ISIN | CH1305129236 |
Symbol | DBKP3Z |
Security | 130512923 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Deutsche Bank N, DE0005140008 |
Underlying ISIN | DE0005140008 |
Strike | 16.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 4 |
Value day | 05.01.2024 |
Premium | 13.43% |
Premium p.a. | 22.08% |
Leverage | 10.72 |
Implied volatility | 32.46% |
Moneyness | out-of-the-money |
Leverage | 5.6154 |
Delta | 0.5239 |
Gamma | 0.0258 |
Theta | -0.0010 |
Rho | 0.0100 |
Vega | 0.0118 |
Fair value | 0.36 |
Intrinsic value | n.a. |
Break-even | 17.43 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 483.40 |
Partners Group Ho... | 1'194.00 |
UBS | 28.03 |
KUEHNE & NAGEL | 249.50 |
Holcim | 79.26 |