Last price paid | 0.20 | |
Change | -9.09% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.05.2024 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 | -57.61% |
Year to date (YTD) | n.a. |
1 month | -37.50% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.46 |
Underlying price on issue | 13.59 |
Premium | 0.18% |
Premium p.a. | 0.27% |
Leverage | 5.23 |
Implied volatility | 0.34 |
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 | 17.75% |
Premium p.a. | 27.46% |
Leverage | 20.21 |
Implied volatility | 33.76% |
Moneyness | out-of-the-money |
Leverage | 5.2347 |
Delta | -0.2590 |
Gamma | 0.0187 |
Theta | -0.0007 |
Rho | -0.0071 |
Vega | 0.0101 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 13.21 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |