Last price paid | 0.28 | |
Change | -9.68% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 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 | -76.89% |
Year to date (YTD) | n.a. |
1 month | -68.89% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.19 |
Underlying price on issue | 17'836.36 |
Premium | 0.02% |
Premium p.a. | 0.23% |
Leverage | 44.93 |
Implied volatility | 0.12 |
ISIN | CH1305143948 |
Symbol | DAX5SZ |
Security | 130514394 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 18'300.00 |
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 | 1.75% |
Premium p.a. | 22.81% |
Leverage | 131.73 |
Implied volatility | 11.85% |
Moneyness | out-of-the-money |
Leverage | 44.9343 |
Delta | -0.3411 |
Gamma | 0.0000 |
Theta | -0.0065 |
Rho | -0.0098 |
Vega | 0.0368 |
Fair value | 0.28 |
Intrinsic value | n.a. |
Break-even | 18'159.69 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |