Last price paid | 0.28 | |
Change | +3.70% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 07.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +29.55% |
Year to date (YTD) | n.a. |
1 month | +47.37% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 81.68 |
Premium | 0.12% |
Premium p.a. | 0.19% |
Leverage | 1.36 |
Implied volatility | 0.71 |
ISIN | CH1305140928 |
Symbol | DOCBHZ |
Security | 130514092 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | DocMorris N, CH0042615283 |
Underlying ISIN | CH0042615283 |
Strike | 88.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 29.02.2024 |
Premium | 11.52% |
Premium p.a. | 19.12% |
Leverage | 2.36 |
Implied volatility | 71.09% |
Moneyness | in-the-money |
Leverage | 1.3612 |
Delta | -0.5769 |
Gamma | 0.0001 |
Theta | -0.0003 |
Rho | -0.0041 |
Vega | 0.0020 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 59.50 |
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 |