Last price paid | 0.32 | |
Change | +166.67% [ +0.20 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 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 | -62.61% |
Year to date (YTD) | n.a. |
1 month | +18.52% |
3 months | -67.68% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.19 |
Underlying price on issue | 17'836.36 |
Premium | 0.01% |
Premium p.a. | 0.14% |
Leverage | 46.20 |
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 | 0.55% |
Premium p.a. | 14.43% |
Leverage | 78.00 |
Implied volatility | 12.23% |
Moneyness | in-the-money |
Leverage | 46.2013 |
Delta | -0.5923 |
Gamma | 0.0000 |
Theta | -0.0095 |
Rho | -0.0080 |
Vega | 0.0264 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 18'067.09 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 484.60 |
ROCHE GS | 247.00 |
Nestlé SA | 95.54 |
NOVARTIS N | 94.40 |
KUEHNE & NAGEL | 258.40 |
Name | Price |
---|---|
Compagnie Financi... | 143.30 |
LOGITECH INT. | 89.88 |
Swiss Life Hldg | 627.40 |
UBS | 26.88 |
SONOVA HLDG N | 278.00 |