Last price paid | n.a. | |
Change | -95.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 17.05.2024 |
Settlement date | 04.04.2024 |
Last trading | 17.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
Perf. since issue | -98.38% |
Year to date (YTD) | n.a. |
1 month | -99.92% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.65 |
Underlying price on issue | 18'319.15 |
Premium | 0.01% |
Premium p.a. | 0.34% |
Leverage | 298.10 |
Implied volatility | 0.04 |
ISIN | CH1305149093 |
Symbol | DAX2UZ |
Security | 130514909 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 18'500.00 |
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 | 0.92% |
Premium p.a. | 33.50% |
Leverage | 3'506.26 |
Implied volatility | 4.41% |
Moneyness | out-of-the-money |
Leverage | 298.1023 |
Delta | -0.0850 |
Gamma | 0.0000 |
Theta | -0.0018 |
Rho | -0.0009 |
Vega | 0.0095 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 18'494.68 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.30 |
ROCHE GS | 229.10 |
Givaudan | 4'224.00 |
ZURICH INSURANCE | 468.60 |
Sika AG | 276.00 |
Name | Price |
---|---|
Lonza Group | 489.90 |
Alcon AG | 80.16 |
UBS | 28.07 |
KUEHNE & NAGEL | 249.10 |
Holcim | 79.34 |