Last price paid | 0.16 | |
Change | +6.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 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 | -31.25% |
Year to date (YTD) | n.a. |
1 month | -20.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 62.95 |
Premium | 0.08% |
Premium p.a. | 0.11% |
Leverage | 8.02 |
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 | 8.37% |
Premium p.a. | 10.88% |
Leverage | 18.82 |
Implied volatility | 21.69% |
Moneyness | out-of-the-money |
Leverage | 8.0185 |
Delta | 0.4261 |
Gamma | 0.0017 |
Theta | -0.0003 |
Rho | 0.0070 |
Vega | 0.0104 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 67.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'178.50 |
SONOVA HLDG N | 274.20 |
Alcon AG | 79.88 |
Swiss Re | 113.15 |
Lonza Group | 480.60 |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.80 |
Compagnie Financi... | 139.65 |
LOGITECH INT. | 87.24 |
Holcim | 81.54 |
ROCHE GS | 250.00 |