Last price paid | 0.10 | |
Change | -41.18% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 23.02.2024 |
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 | -82.46% |
3 months | -89.80% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 35.58 |
Premium | 0.01% |
Premium p.a. | 0.32% |
Leverage | 23.81 |
Implied volatility | 0.23 |
ISIN | CH1305137783 |
Symbol | DTGDJZ |
Security | 130513778 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Daim Tr Hld E 21 N, DE000DTR0CK8 |
Underlying ISIN | DE000DTR0CK8 |
Strike | 36.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 16.02.2024 |
Premium | 1.22% |
Premium p.a. | 31.91% |
Leverage | 36.65 |
Implied volatility | 23.10% |
Moneyness | in-the-money |
Leverage | 23.8130 |
Delta | 0.6498 |
Gamma | 0.0234 |
Theta | -0.0023 |
Rho | 0.0008 |
Vega | 0.0025 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 37.00 |
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 |