Last price paid | 0.085 | |
Change | +6.25% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 17.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -45.00% |
Year to date (YTD) | n.a. |
1 month | -22.73% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 14.87 |
Premium | 0.05% |
Premium p.a. | 0.64% |
Leverage | 22.53 |
Implied volatility | 0.25 |
ISIN | CH1305151073 |
Symbol | DBKUHZ |
Security | 130515107 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Deutsche Bank N, DE0005140008 |
Underlying ISIN | DE0005140008 |
Strike | 16.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 4 |
Value day | 10.04.2024 |
Premium | 5.30% |
Premium p.a. | 64.46% |
Leverage | 69.34 |
Implied volatility | 24.65% |
Moneyness | out-of-the-money |
Leverage | 22.5260 |
Delta | 0.3248 |
Gamma | 0.0833 |
Theta | -0.0017 |
Rho | 0.0010 |
Vega | 0.0039 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 16.22 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 483.80 |
UBS | 28.02 |
Partners Group Ho... | 1'194.50 |
GEBERIT N | 556.20 |
Holcim | 79.20 |