Last price paid | 0.13 | |
Change | -13.33% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.09.2024 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 | -60.94% |
Year to date (YTD) | n.a. |
1 month | +36.36% |
3 months | +15.38% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 33.17 |
Premium | 0.11% |
Premium p.a. | 0.39% |
Leverage | 7.68 |
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 | 10.90% |
Premium p.a. | 39.37% |
Leverage | 25.88 |
Implied volatility | 35.42% |
Moneyness | out-of-the-money |
Leverage | 7.6771 |
Delta | -0.2967 |
Gamma | 0.0057 |
Theta | -0.0009 |
Rho | -0.0030 |
Vega | 0.0059 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 30.67 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |