Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.08.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 12.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -86.54% |
Year to date (YTD) | n.a. |
1 month | -42.86% |
3 months | -76.47% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 22.06 |
Premium | 0.17% |
Premium p.a. | 0.46% |
Leverage | 14.03 |
Implied volatility | 0.24 |
ISIN | CH1305142627 |
Symbol | DTEG1Z |
Security | 130514262 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Deutsche Telekom N, DE0005557508 |
Underlying ISIN | DE0005557508 |
Strike | 21.00 |
C/P type | put |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 4 |
Value day | 05.03.2024 |
Premium | 17.15% |
Premium p.a. | 46.04% |
Leverage | 170.61 |
Implied volatility | 24.19% |
Moneyness | out-of-the-money |
Leverage | 14.0262 |
Delta | -0.0822 |
Gamma | 0.0107 |
Theta | -0.0004 |
Rho | -0.0020 |
Vega | 0.0055 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 20.85 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 117.85 |
SONOVA HLDG N | 298.20 |
KUEHNE & NAGEL | 262.10 |
GEBERIT N | 533.60 |
Holcim | 81.42 |
Name | Price |
---|---|
Lonza Group | 559.40 |
LOGITECH INT. | 77.94 |
NOVARTIS N | 100.40 |
ROCHE GS | 283.20 |
Nestlé SA | 89.54 |