Last price paid | 0.24 | |
Change | +4.35% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 6'000.00 Unit | |
Date/time | 31.05.2024 17:15 |
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 | +17.50% |
Year to date (YTD) | n.a. |
1 month | +41.18% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 78.95 |
Premium | 0.16% |
Premium p.a. | 0.19% |
Leverage | 1.40 |
Implied volatility | 0.65 |
ISIN | CH1305145653 |
Symbol | DOCYDZ |
Security | 130514565 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | DocMorris N, CH0042615283 |
Underlying ISIN | CH0042615283 |
Strike | 80.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 19.03.2024 |
Premium | 15.99% |
Premium p.a. | 19.38% |
Leverage | 2.86 |
Implied volatility | 65.32% |
Moneyness | in-the-money |
Leverage | 1.4011 |
Delta | -0.4896 |
Gamma | 0.0001 |
Theta | -0.0002 |
Rho | -0.0047 |
Vega | 0.0024 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 56.50 |
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 |