Last price paid | 0.10 | |
Change | +17.65% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.09.2024 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 | -19.23% |
Year to date (YTD) | n.a. |
1 month | +25.00% |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 38.92 |
Premium | 0.05% |
Premium p.a. | 0.18% |
Leverage | 10.27 |
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 | 5.06% |
Premium p.a. | 18.28% |
Leverage | 18.00 |
Implied volatility | 23.11% |
Moneyness | in-the-money |
Leverage | 10.2712 |
Delta | 0.5706 |
Gamma | 0.0043 |
Theta | -0.0005 |
Rho | 0.0027 |
Vega | 0.0039 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 42.23 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |