Last price paid | 0.17 | |
Change | -19.05% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 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 | +17.86% |
Year to date (YTD) | n.a. |
1 month | -72.13% |
3 months | -10.53% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 36.52 |
Premium | 0.01% |
Premium p.a. | 0.17% |
Leverage | 16.83 |
Implied volatility | 0.21 |
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 | 1.31% |
Premium p.a. | 17.09% |
Leverage | 23.27 |
Implied volatility | 21.18% |
Moneyness | in-the-money |
Leverage | 16.8320 |
Delta | 0.7235 |
Gamma | 0.0148 |
Theta | -0.0016 |
Rho | 0.0020 |
Vega | 0.0035 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 39.68 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |