Last price paid | 0.14 | |
Change | -12.50% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | -43.75% |
Year to date (YTD) | n.a. |
1 month | -26.32% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 62.95 |
Premium | 0.11% |
Premium p.a. | 0.14% |
Leverage | 8.20 |
Implied volatility | 0.22 |
ISIN | CH1305146636 |
Symbol | DKS0JZ |
Security | 130514663 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | DKSH Hldg N, CH0126673539 |
Underlying ISIN | CH0126673539 |
Strike | 64.00 |
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 | 10.80% |
Premium p.a. | 13.73% |
Leverage | 22.30 |
Implied volatility | 22.29% |
Moneyness | out-of-the-money |
Leverage | 8.2016 |
Delta | 0.3678 |
Gamma | 0.0016 |
Theta | -0.0003 |
Rho | 0.0062 |
Vega | 0.0098 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 66.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |