Last price paid | 1.07 | |
Change | -0.93% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 12.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +63.85% |
Year to date (YTD) | n.a. |
1 month | +105.77% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.65 |
Underlying price on issue | 17'704.10 |
Premium | 0.01% |
Premium p.a. | 0.11% |
Leverage | 24.18 |
Implied volatility | 0.12 |
ISIN | CH1305142726 |
Symbol | DAXM3Z |
Security | 130514272 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 18'400.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 05.03.2024 |
Premium | 1.26% |
Premium p.a. | 10.93% |
Leverage | 34.66 |
Implied volatility | 12.36% |
Moneyness | in-the-money |
Leverage | 24.1810 |
Delta | 0.6976 |
Gamma | 0.0000 |
Theta | -0.0090 |
Rho | 0.0289 |
Vega | 0.0437 |
Fair value | 0.46 |
Intrinsic value | n.a. |
Break-even | 18'939.61 |
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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SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
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