Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.05.2024 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 | -83.33% |
Year to date (YTD) | n.a. |
1 month | -78.57% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 347.80 |
Premium | 0.12% |
Premium p.a. | 0.98% |
Leverage | 19.58 |
Implied volatility | 0.29 |
ISIN | CH1305140878 |
Symbol | TECKDZ |
Security | 130514087 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Tecan Grp N, CH0012100191 |
Underlying ISIN | CH0012100191 |
Strike | 380.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 29.02.2024 |
Premium | 11.60% |
Premium p.a. | 98.44% |
Leverage | 114.40 |
Implied volatility | 29.15% |
Moneyness | out-of-the-money |
Leverage | 19.5806 |
Delta | 0.1712 |
Gamma | 0.0001 |
Theta | -0.0010 |
Rho | 0.0007 |
Vega | 0.0030 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 383.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |