Last price paid | 0.70 | |
Change | +6.06% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | +184.09% |
Year to date (YTD) | n.a. |
1 month | +18.64% |
3 months | +438.46% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 12.36 |
Premium | 0.01% |
Premium p.a. | 0.11% |
Leverage | 5.53 |
Implied volatility | 0.48 |
ISIN | CH1305129228 |
Symbol | DBKGUZ |
Security | 130512922 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Deutsche Bank N, DE0005140008 |
Underlying ISIN | DE0005140008 |
Strike | 13.00 |
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 | 0.90% |
Premium p.a. | 10.91% |
Leverage | 6.10 |
Implied volatility | 47.79% |
Moneyness | in-the-money |
Leverage | 5.5265 |
Delta | 0.9066 |
Gamma | 0.0200 |
Theta | -0.0017 |
Rho | 0.0023 |
Vega | 0.0018 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 15.52 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 482.50 |
UBS | 28.04 |
Partners Group Ho... | 1'195.50 |
GEBERIT N | 557.00 |
Holcim | 79.28 |