Last price paid | 1.38 | |
Change | -1.43% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 11.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +65.66% |
Year to date (YTD) | n.a. |
1 month | +100.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.83 |
Underlying price on issue | 17'722.41 |
Premium | 0.01% |
Premium p.a. | 0.09% |
Leverage | 20.78 |
Implied volatility | 0.13 |
ISIN | CH1305141702 |
Symbol | DAXMPZ |
Security | 130514170 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 18'200.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 04.03.2024 |
Premium | 1.01% |
Premium p.a. | 8.80% |
Leverage | 26.85 |
Implied volatility | 12.89% |
Moneyness | in-the-money |
Leverage | 20.7783 |
Delta | 0.7738 |
Gamma | 0.0000 |
Theta | -0.0086 |
Rho | 0.0322 |
Vega | 0.0377 |
Fair value | 0.37 |
Intrinsic value | n.a. |
Break-even | 18'896.67 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |