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 | -40.00% |
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. | 0.61% |
Leverage | 21.98 |
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 | 5.03% |
Premium p.a. | 61.25% |
Leverage | 63.79 |
Implied volatility | 24.70% |
Moneyness | out-of-the-money |
Leverage | 21.9757 |
Delta | 0.3445 |
Gamma | 0.0848 |
Theta | -0.0018 |
Rho | 0.0010 |
Vega | 0.0040 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 16.24 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.10 |
Givaudan | 4'233.00 |
ABB Ltd | 49.73 |
ZURICH INSURANCE | 469.60 |
Nestlé SA | 91.66 |
Name | Price |
---|---|
Lonza Group | 485.30 |
UBS | 27.98 |
Partners Group Ho... | 1'193.50 |
Compagnie Financi... | 142.65 |
Alcon AG | 80.22 |