Last price paid | 0.14 | |
Change | -12.50% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | -48.08% |
Year to date (YTD) | n.a. |
1 month | -36.36% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 22.06 |
Premium | 0.08% |
Premium p.a. | 0.14% |
Leverage | 10.55 |
Implied volatility | 0.19 |
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 | 8.26% |
Premium p.a. | 13.70% |
Leverage | 40.45 |
Implied volatility | 18.73% |
Moneyness | out-of-the-money |
Leverage | 10.5496 |
Delta | -0.2608 |
Gamma | 0.0255 |
Theta | -0.0004 |
Rho | -0.0094 |
Vega | 0.0138 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 20.45 |
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 |