Last price paid | n.a. | |
Change | +69.70% [ +0.23 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 19.04.2024 |
Settlement date | 15.03.2024 |
Last trading | 19.04.2024 |
Final fixing | 19.04.2024 |
Currency redemption | CHF |
Perf. since issue | -14.39% |
Year to date (YTD) | n.a. |
1 month | +30.23% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.66 |
Underlying price on issue | 17'836.36 |
Premium | 0.00% |
Premium p.a. | 0.00% |
Leverage | 53.66 |
Implied volatility | 0.09 |
ISIN | CH1305143922 |
Symbol | DAX5MZ |
Security | 130514392 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.04.2024 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 18'000.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 08.03.2024 |
Premium | 0.00% |
Premium p.a. | -0.09% |
Leverage | 60.69 |
Implied volatility | 9.38% |
Moneyness | in-the-money |
Leverage | 53.6629 |
Delta | -0.8842 |
Gamma | 0.0000 |
Theta | -0.0030 |
Rho | -0.0058 |
Vega | 0.0093 |
Fair value | 0.00 |
Intrinsic value | n.a. |
Break-even | 17'708.22 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'182.00 |
Swiss Re | 114.30 |
LOGITECH INT. | 89.24 |
NOVARTIS N | 93.02 |
Alcon AG | 80.24 |