Last price paid | 0.10 | |
Change | +5.26% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 15.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -11.54% |
Year to date (YTD) | n.a. |
1 month | -23.08% |
3 months | -28.57% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 38.92 |
Premium | 0.09% |
Premium p.a. | 0.17% |
Leverage | 8.36 |
Implied volatility | 0.22 |
ISIN | CH1305143369 |
Symbol | DHLSXZ |
Security | 130514336 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Deutsche Post N, DE0005552004 |
Underlying ISIN | DE0005552004 |
Strike | 40.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 08.03.2024 |
Premium | 8.83% |
Premium p.a. | 16.61% |
Leverage | 16.24 |
Implied volatility | 22.34% |
Moneyness | out-of-the-money |
Leverage | 8.3578 |
Delta | 0.5148 |
Gamma | 0.0033 |
Theta | -0.0004 |
Rho | 0.0045 |
Vega | 0.0054 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 42.40 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 263.90 |
Lonza Group | 492.40 |
Sika AG | 260.70 |
SONOVA HLDG N | 274.50 |
NOVARTIS N | 96.68 |
Name | Price |
---|---|
Compagnie Financi... | 143.15 |
ZURICH INSURANCE | 482.80 |
SWISSCOM N | 503.00 |
Swiss Re | 111.95 |
ROCHE GS | 252.90 |