Last price paid | 0.13 | |
Change | -7.14% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.06.2024 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 | -51.92% |
Year to date (YTD) | n.a. |
1 month | -40.91% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 22.06 |
Premium | 0.10% |
Premium p.a. | 0.17% |
Leverage | 10.40 |
Implied volatility | 0.20 |
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 | 9.55% |
Premium p.a. | 17.18% |
Leverage | 43.27 |
Implied volatility | 20.27% |
Moneyness | out-of-the-money |
Leverage | 10.4043 |
Delta | -0.2405 |
Gamma | 0.0238 |
Theta | -0.0005 |
Rho | -0.0079 |
Vega | 0.0125 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 20.48 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.32 |
Swiss Life Hldg | 636.00 |
ABB Ltd | 50.12 |
Swiss Re | 109.40 |
ZURICH INSURANCE | 473.10 |
Name | Price |
---|---|
Alcon AG | 78.54 |
Compagnie Financi... | 141.25 |
NOVARTIS N | 93.35 |
SONOVA HLDG N | 272.30 |
ROCHE GS | 244.40 |