Last price paid | 1.01 | |
Change | +5.21% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 04.04.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -34.52% |
Year to date (YTD) | n.a. |
1 month | -39.16% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.55 |
Underlying price on issue | 18'320.14 |
Premium | 0.02% |
Premium p.a. | 0.05% |
Leverage | 17.44 |
Implied volatility | 0.12 |
ISIN | CH1305149119 |
Symbol | DAX7AZ |
Security | 130514911 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 18'900.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 26.03.2024 |
Premium | 1.59% |
Premium p.a. | 4.76% |
Leverage | 36.47 |
Implied volatility | 12.19% |
Moneyness | in-the-money |
Leverage | 17.4419 |
Delta | -0.4782 |
Gamma | 0.0000 |
Theta | -0.0023 |
Rho | -0.0619 |
Vega | 0.0853 |
Fair value | 0.59 |
Intrinsic value | n.a. |
Break-even | 18'387.69 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.10 |
ROCHE GS | 229.10 |
Givaudan | 4'222.00 |
LOGITECH INT. | 86.92 |
ZURICH INSURANCE | 467.90 |
Name | Price |
---|---|
Lonza Group | 489.00 |
UBS | 28.02 |
Alcon AG | 80.06 |
KUEHNE & NAGEL | 249.10 |
Holcim | 79.30 |