Last price paid | 0.14 | |
Change | -30.00% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 18.09.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 26.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -10.00% |
Year to date (YTD) | n.a. |
1 month | -30.00% |
3 months | +75.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 62.95 |
Premium | 0.10% |
Premium p.a. | 0.19% |
Leverage | 8.78 |
Implied volatility | 0.26 |
ISIN | CH1305146669 |
Symbol | DKSU4Z |
Security | 130514666 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | DKSH Hldg N, CH0126673539 |
Underlying ISIN | CH0126673539 |
Strike | 68.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.03.2024 |
Premium | 9.61% |
Premium p.a. | 18.56% |
Leverage | 23.89 |
Implied volatility | 25.60% |
Moneyness | out-of-the-money |
Leverage | 8.7834 |
Delta | 0.3677 |
Gamma | 0.0016 |
Theta | -0.0004 |
Rho | 0.0043 |
Vega | 0.0085 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 70.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 547.50 |
Givaudan | 4'506.00 |
ROCHE GS | 269.20 |
NOVARTIS N | 99.03 |
Swiss Re | 116.30 |
Name | Price |
---|---|
KUEHNE & NAGEL | 231.80 |
Nestlé SA | 82.04 |
Compagnie Financi... | 114.55 |
Sika AG | 268.90 |
Lonza Group | 531.20 |