Last price paid | 0.10 | |
Change | +11.11% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 15.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -34.38% |
Year to date (YTD) | n.a. |
1 month | -28.57% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 38.92 |
Premium | 0.07% |
Premium p.a. | 0.12% |
Leverage | 6.84 |
Implied volatility | 0.24 |
ISIN | CH1305143278 |
Symbol | DHLC4Z |
Security | 130514327 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Deutsche Post N, DE0005552004 |
Underlying ISIN | DE0005552004 |
Strike | 38.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 08.03.2024 |
Premium | 7.25% |
Premium p.a. | 12.03% |
Leverage | 18.04 |
Implied volatility | 24.25% |
Moneyness | out-of-the-money |
Leverage | 6.8376 |
Delta | -0.3790 |
Gamma | 0.0027 |
Theta | -0.0002 |
Rho | -0.0050 |
Vega | 0.0056 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 35.86 |
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 |