Last price paid | 0.53 | |
Change | -17.19% [ -0.11 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 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 | -64.29% |
Year to date (YTD) | n.a. |
1 month | +130.43% |
3 months | -45.36% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.19 |
Underlying price on issue | 17'836.36 |
Premium | 0.00% |
Premium p.a. | 0.09% |
Leverage | 55.59 |
Implied volatility | 0.11 |
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 | 0.26% |
Premium p.a. | 9.35% |
Leverage | 81.03 |
Implied volatility | 10.71% |
Moneyness | in-the-money |
Leverage | 55.5859 |
Delta | -0.6860 |
Gamma | 0.0000 |
Theta | -0.0085 |
Rho | -0.0065 |
Vega | 0.0202 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 18'076.33 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Life Hldg | 646.60 |
Lonza Group | 478.60 |
Swiss Re | 111.35 |
Partners Group Ho... | 1'156.50 |
ABB Ltd | 50.80 |
Name | Price |
---|---|
Compagnie Financi... | 141.35 |
SONOVA HLDG N | 270.70 |
Nestlé SA | 94.78 |
NOVARTIS N | 93.29 |
Alcon AG | 78.52 |