Last price paid | n.a. | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 19.04.2024 |
Settlement date | 01.03.2024 |
Last trading | 19.04.2024 |
Final fixing | 19.04.2024 |
Currency redemption | CHF |
Perf. since issue | -92.31% |
Year to date (YTD) | n.a. |
1 month | -93.48% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 17'368.18 |
Premium | 0.03% |
Premium p.a. | 1.74% |
Leverage | 137.87 |
Implied volatility | 0.13 |
ISIN | CH1305139904 |
Symbol | DAXARZ |
Security | 130513990 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.04.2024 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 18'300.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 23.02.2024 |
Premium | 3.33% |
Premium p.a. | 173.77% |
Leverage | 3'430.08 |
Implied volatility | 13.05% |
Moneyness | out-of-the-money |
Leverage | 137.8662 |
Delta | 0.0402 |
Gamma | 0.0000 |
Theta | -0.0040 |
Rho | 0.0003 |
Vega | 0.0041 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 18'305.16 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'161.00 |
LOGITECH INT. | 88.76 |
Swiss Re | 114.20 |
NOVARTIS N | 92.84 |
Alcon AG | 80.06 |