Last price paid | 0.19 | |
Change | +26.67% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +68.18% |
Year to date (YTD) | n.a. |
1 month | +153.33% |
3 months | +35.71% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 81.68 |
Premium | 0.03% |
Premium p.a. | 0.51% |
Leverage | 2.65 |
Implied volatility | 1.09 |
ISIN | CH1305140902 |
Symbol | DOCT3Z |
Security | 130514090 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | DocMorris N, CH0042615283 |
Underlying ISIN | CH0042615283 |
Strike | 80.00 |
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 | 2.92% |
Premium p.a. | 50.76% |
Leverage | 3.42 |
Implied volatility | 109.46% |
Moneyness | in-the-money |
Leverage | 2.6526 |
Delta | -0.7746 |
Gamma | 0.0002 |
Theta | -0.0012 |
Rho | -0.0004 |
Vega | 0.0005 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 61.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 243.00 |
Compagnie Financi... | 150.90 |
Holcim | 80.34 |
Swiss Re | 113.85 |
Alcon AG | 82.46 |
Name | Price |
---|---|
Partners Group Ho... | 1'170.00 |
Lonza Group | 502.80 |
Sika AG | 271.60 |
GEBERIT N | 552.40 |
SWISSCOM N | 505.00 |