Last price paid | 0.03 | |
Change | -57.14% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -62.50% |
Year to date (YTD) | n.a. |
1 month | -87.50% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 13.59 |
Premium | 0.03% |
Premium p.a. | 0.93% |
Leverage | 40.60 |
Implied volatility | 0.23 |
ISIN | CH1305147626 |
Symbol | DBKRQZ |
Security | 130514762 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Deutsche Bank N, DE0005140008 |
Underlying ISIN | DE0005140008 |
Strike | 15.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 4 |
Value day | 20.03.2024 |
Premium | 2.54% |
Premium p.a. | 92.57% |
Leverage | 116.94 |
Implied volatility | 22.78% |
Moneyness | out-of-the-money |
Leverage | 40.6019 |
Delta | 0.3472 |
Gamma | 0.1733 |
Theta | -0.0026 |
Rho | 0.0003 |
Vega | 0.0021 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 15.13 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 479.10 |
Swiss Life Hldg | 645.60 |
ABB Ltd | 50.86 |
Givaudan | 4'344.00 |
Swiss Re | 110.90 |
Name | Price |
---|---|
Compagnie Financi... | 140.95 |
NOVARTIS N | 92.96 |
Nestlé SA | 94.56 |
Alcon AG | 78.38 |
SONOVA HLDG N | 271.40 |