Last price paid | 0.11 | |
Change | -8.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | -44.74% |
Year to date (YTD) | n.a. |
1 month | +10.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 18'320.14 |
Premium | 0.18% |
Premium p.a. | 0.30% |
Leverage | 25.21 |
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 | 18.03% |
Premium p.a. | 29.51% |
Leverage | 352.54 |
Implied volatility | 11.85% |
Moneyness | out-of-the-money |
Leverage | 25.2122 |
Delta | 0.0715 |
Gamma | 0.0000 |
Theta | -0.0013 |
Rho | 0.0132 |
Vega | 0.0395 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 22'053.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.55 |
ZURICH INSURANCE | 468.90 |
SWISSCOM N | 492.00 |
ABB Ltd | 49.59 |
Holcim | 79.62 |
Name | Price |
---|---|
Lonza Group | 488.50 |
GEBERIT N | 556.60 |
UBS | 28.11 |
Alcon AG | 80.42 |
KUEHNE & NAGEL | 249.90 |