Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 18.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 29.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -85.71% |
Year to date (YTD) | n.a. |
1 month | -88.10% |
3 months | -97.22% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 36.52 |
Premium | 0.03% |
Premium p.a. | 1.41% |
Leverage | 43.82 |
Implied volatility | 0.25 |
ISIN | CH1305139375 |
Symbol | DTGXPZ |
Security | 130513937 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Daim Tr Hld E 21 N, DE000DTR0CK8 |
Underlying ISIN | DE000DTR0CK8 |
Strike | 38.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 22.02.2024 |
Premium | 3.47% |
Premium p.a. | 140.63% |
Leverage | 175.36 |
Implied volatility | 25.13% |
Moneyness | out-of-the-money |
Leverage | 43.8209 |
Delta | 0.2499 |
Gamma | 0.0228 |
Theta | -0.0025 |
Rho | 0.0002 |
Vega | 0.0017 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 38.21 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 479.70 |
Swiss Life Hldg | 650.60 |
ROCHE GS | 249.00 |
KUEHNE & NAGEL | 260.00 |
SWISSCOM N | 498.40 |
Name | Price |
---|---|
LOGITECH INT. | 87.00 |
Givaudan | 4'279.00 |
ABB Ltd | 50.90 |
Alcon AG | 78.36 |
GEBERIT N | 542.00 |