Last price paid | 0.24 | |
Change | -7.69% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 18.06.2024 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 | +113.64% |
Year to date (YTD) | n.a. |
1 month | +84.62% |
3 months | +100.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 81.68 |
Premium | 0.02% |
Premium p.a. | 0.84% |
Leverage | 2.06 |
Implied volatility | 1.83 |
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 | 2.08% |
Premium p.a. | 84.34% |
Leverage | 2.46 |
Implied volatility | 182.54% |
Moneyness | in-the-money |
Leverage | 2.0630 |
Delta | -0.8402 |
Gamma | 0.0001 |
Theta | -0.0022 |
Rho | -0.0002 |
Vega | 0.0002 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 56.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 261.40 |
NOVARTIS N | 93.92 |
Holcim | 81.50 |
ROCHE GS | 249.80 |
ZURICH INSURANCE | 482.70 |
Name | Price |
---|---|
GEBERIT N | 537.20 |
Givaudan | 4'275.00 |
LOGITECH INT. | 87.26 |
Lonza Group | 473.40 |
ABB Ltd | 50.84 |