Last price paid | 0.15 | |
Change | +7.14% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 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 | +40.91% |
Year to date (YTD) | n.a. |
1 month | +114.29% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 81.68 |
Premium | 0.04% |
Premium p.a. | 0.53% |
Leverage | 3.06 |
Implied volatility | 0.93 |
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 | 4.09% |
Premium p.a. | 53.31% |
Leverage | 4.34 |
Implied volatility | 93.19% |
Moneyness | in-the-money |
Leverage | 3.0593 |
Delta | -0.7051 |
Gamma | 0.0002 |
Theta | -0.0010 |
Rho | -0.0005 |
Vega | 0.0006 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 64.50 |
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 |