Last price paid | 0.20 | |
Change | -4.76% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 27.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -55.43% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.46 |
Underlying price on issue | 13.59 |
Premium | 0.14% |
Premium p.a. | 0.24% |
Leverage | 5.24 |
Implied volatility | 0.35 |
ISIN | CH1305147477 |
Symbol | DBK3BZ |
Security | 130514747 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Deutsche Bank N, DE0005140008 |
Underlying ISIN | DE0005140008 |
Strike | 14.00 |
C/P type | put |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 4 |
Value day | 20.03.2024 |
Premium | 13.95% |
Premium p.a. | 24.24% |
Leverage | 17.96 |
Implied volatility | 34.66% |
Moneyness | out-of-the-money |
Leverage | 5.2408 |
Delta | -0.2918 |
Gamma | 0.0222 |
Theta | -0.0007 |
Rho | -0.0074 |
Vega | 0.0096 |
Fair value | 0.21 |
Intrinsic value | n.a. |
Break-even | 13.15 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'362.00 |
Holcim | 80.46 |
GEBERIT N | 551.80 |
Lonza Group | 501.00 |
ABB Ltd | 50.36 |
Name | Price |
---|---|
Nestlé SA | 95.60 |
UBS | 28.03 |
Swiss Re | 112.25 |
ROCHE GS | 239.70 |
Compagnie Financi... | 148.55 |