Last price paid | 0.10 | |
Change | -9.09% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 12:05 |
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 | -52.63% |
Year to date (YTD) | n.a. |
1 month | -72.97% |
3 months | -90.74% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 35.58 |
Premium | 0.00% |
Premium p.a. | 0.23% |
Leverage | 30.19 |
Implied volatility | 0.21 |
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 | 0.45% |
Premium p.a. | 23.21% |
Leverage | 38.97 |
Implied volatility | 21.18% |
Moneyness | in-the-money |
Leverage | 30.1880 |
Delta | 0.7745 |
Gamma | 0.0288 |
Theta | -0.0025 |
Rho | 0.0005 |
Vega | 0.0014 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 36.94 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
Name | Price |
---|---|
SONOVA HLDG N | 276.60 |
KUEHNE & NAGEL | 262.20 |
Sika AG | 260.90 |
LOGITECH INT. | 88.06 |
Lonza Group | 490.70 |
Name | Price |
---|---|
ZURICH INSURANCE | 481.50 |
Compagnie Financi... | 143.60 |
Swiss Re | 112.40 |
SWISSCOM N | 506.00 |
ROCHE GS | 253.70 |