Last price paid | 0.14 | |
Change | +16.67% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | -54.69% |
Year to date (YTD) | n.a. |
1 month | +27.27% |
3 months | +75.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 33.17 |
Premium | 0.16% |
Premium p.a. | 0.29% |
Leverage | 5.72 |
Implied volatility | 0.35 |
ISIN | CH1305129251 |
Symbol | DTGY6Z |
Security | 130512925 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Daim Tr Hld E 21 N, DE000DTR0CK8 |
Underlying ISIN | DE000DTR0CK8 |
Strike | 32.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 05.01.2024 |
Premium | 16.43% |
Premium p.a. | 29.11% |
Leverage | 23.97 |
Implied volatility | 34.60% |
Moneyness | out-of-the-money |
Leverage | 5.7185 |
Delta | -0.2386 |
Gamma | 0.0034 |
Theta | -0.0006 |
Rho | -0.0055 |
Vega | 0.0081 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 30.48 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |