Last price paid | 0.10 | |
Change | -16.67% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | -26.92% |
Year to date (YTD) | n.a. |
1 month | -33.33% |
3 months | -16.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 38.92 |
Premium | 0.11% |
Premium p.a. | 0.19% |
Leverage | 8.66 |
Implied volatility | 0.23 |
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 | 10.73% |
Premium p.a. | 19.29% |
Leverage | 19.06 |
Implied volatility | 22.53% |
Moneyness | out-of-the-money |
Leverage | 8.6615 |
Delta | 0.4543 |
Gamma | 0.0033 |
Theta | -0.0004 |
Rho | 0.0040 |
Vega | 0.0054 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 41.99 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.34 |
ABB Ltd | 50.30 |
Swiss Life Hldg | 636.20 |
Givaudan | 4'323.00 |
Holcim | 80.38 |
Name | Price |
---|---|
Compagnie Financi... | 141.75 |
NOVARTIS N | 93.76 |
ROCHE GS | 245.10 |
Lonza Group | 476.90 |
Sika AG | 254.60 |