Last price paid | 0.075 | |
Change | -6.25% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +50.00% |
Year to date (YTD) | n.a. |
1 month | +25.00% |
3 months | +66.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.04 |
Underlying price on issue | 21.20 |
Premium | 0.06% |
Premium p.a. | 0.72% |
Leverage | 3.53 |
Implied volatility | 1.13 |
ISIN | CH1305134525 |
Symbol | DHE0XZ |
Security | 130513452 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Delivery Hero N, DE000A2E4K43 |
Underlying ISIN | DE000A2E4K43 |
Strike | 24.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 31.01.2024 |
Premium | 5.90% |
Premium p.a. | 71.75% |
Leverage | 4.68 |
Implied volatility | 113.46% |
Moneyness | in-the-money |
Leverage | 3.5321 |
Delta | 0.7545 |
Gamma | 0.0003 |
Theta | -0.0005 |
Rho | 0.0001 |
Vega | 0.0003 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 30.06 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.20 |
Givaudan | 4'236.00 |
Nestlé SA | 91.86 |
ABB Ltd | 49.71 |
ZURICH INSURANCE | 469.70 |
Name | Price |
---|---|
Lonza Group | 487.00 |
Compagnie Financi... | 142.20 |
UBS | 28.06 |
Partners Group Ho... | 1'198.00 |
GEBERIT N | 556.80 |