Last price paid | 0.08 | |
Change | +6.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 04.04.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -68.42% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 18'320.14 |
Premium | 0.20% |
Premium p.a. | 0.34% |
Leverage | 27.69 |
Implied volatility | 0.12 |
ISIN | CH1305149077 |
Symbol | DAX6SZ |
Security | 130514907 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 22'000.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 26.03.2024 |
Premium | 19.59% |
Premium p.a. | 34.04% |
Leverage | 591.31 |
Implied volatility | 11.90% |
Moneyness | out-of-the-money |
Leverage | 27.6927 |
Delta | 0.0468 |
Gamma | 0.0000 |
Theta | -0.0009 |
Rho | 0.0077 |
Vega | 0.0263 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 22'031.16 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'345.00 |
Holcim | 80.24 |
Sika AG | 270.50 |
Lonza Group | 498.50 |
SWISSCOM N | 501.50 |
Name | Price |
---|---|
Nestlé SA | 96.10 |
UBS | 27.93 |
Swiss Re | 112.05 |
Compagnie Financi... | 148.25 |
SONOVA HLDG N | 284.90 |