Last price paid | 0.74 | |
Change | -2.63% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | +79.27% |
Year to date (YTD) | n.a. |
1 month | +13.85% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 47.27 |
Premium | 0.02% |
Premium p.a. | 0.03% |
Leverage | 3.53 |
Implied volatility | 0.31 |
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 | 1.96% |
Premium p.a. | 3.15% |
Leverage | 5.31 |
Implied volatility | 30.59% |
Moneyness | in-the-money |
Leverage | 3.5334 |
Delta | -0.6652 |
Gamma | 0.0039 |
Theta | -0.0004 |
Rho | -0.0207 |
Vega | 0.0112 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 38.59 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |