Last price paid | 1.11 | |
Change | -6.72% [ -0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.09.2024 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 | +169.51% |
Year to date (YTD) | n.a. |
1 month | +10.19% |
3 months | +27.96% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 47.27 |
Premium | 0.01% |
Premium p.a. | 0.02% |
Leverage | 2.48 |
Implied volatility | 0.47 |
ISIN | CH1305147741 |
Symbol | DTGUFZ |
Security | 130514774 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Daim Tr Hld E 21 N, DE000DTR0CK8 |
Underlying ISIN | DE000DTR0CK8 |
Strike | 46.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 20.03.2024 |
Premium | 0.52% |
Premium p.a. | 1.87% |
Leverage | 2.93 |
Implied volatility | 46.55% |
Moneyness | in-the-money |
Leverage | 2.4795 |
Delta | -0.8470 |
Gamma | 0.0030 |
Theta | -0.0006 |
Rho | -0.0106 |
Vega | 0.0040 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 34.24 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |