Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.09.2024 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 | -90.38% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -72.73% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 22.06 |
Premium | 0.20% |
Premium p.a. | 0.74% |
Leverage | 14.24 |
Implied volatility | 0.29 |
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 | 20.37% |
Premium p.a. | 73.63% |
Leverage | 246.75 |
Implied volatility | 29.45% |
Moneyness | out-of-the-money |
Leverage | 14.2419 |
Delta | -0.0577 |
Gamma | 0.0075 |
Theta | -0.0005 |
Rho | -0.0011 |
Vega | 0.0037 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 20.89 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |