Last price paid | 0.06 | |
Change | -7.69% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 15.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +12.50% |
Year to date (YTD) | n.a. |
1 month | -7.69% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.04 |
Underlying price on issue | 23.32 |
Premium | 0.07% |
Premium p.a. | 0.86% |
Leverage | 4.30 |
Implied volatility | 0.99 |
ISIN | CH1305143328 |
Symbol | DHE05Z |
Security | 130514332 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Delivery Hero N, DE000A2E4K43 |
Underlying ISIN | DE000A2E4K43 |
Strike | 26.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 08.03.2024 |
Premium | 7.04% |
Premium p.a. | 85.61% |
Leverage | 6.28 |
Implied volatility | 98.67% |
Moneyness | in-the-money |
Leverage | 4.2989 |
Delta | 0.6851 |
Gamma | 0.0004 |
Theta | -0.0005 |
Rho | 0.0001 |
Vega | 0.0003 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 30.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.30 |
Givaudan | 4'244.00 |
ABB Ltd | 49.78 |
ZURICH INSURANCE | 469.90 |
Sika AG | 276.70 |
Name | Price |
---|---|
Lonza Group | 487.00 |
Compagnie Financi... | 142.35 |
UBS | 28.06 |
Partners Group Ho... | 1'197.00 |
GEBERIT N | 556.80 |