Last price paid | 0.045 | |
Change | -18.18% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | -70.00% |
Year to date (YTD) | n.a. |
1 month | -43.75% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 14.87 |
Premium | 0.07% |
Premium p.a. | 1.04% |
Leverage | 26.53 |
Implied volatility | 0.27 |
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 | 6.84% |
Premium p.a. | 103.98% |
Leverage | 121.90 |
Implied volatility | 26.68% |
Moneyness | out-of-the-money |
Leverage | 26.5260 |
Delta | 0.2176 |
Gamma | 0.0733 |
Theta | -0.0016 |
Rho | 0.0005 |
Vega | 0.0028 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 16.12 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 260.40 |
Lonza Group | 492.30 |
Nestlé SA | 97.72 |
Compagnie Financi... | 145.25 |
ROCHE GS | 234.50 |
Name | Price |
---|---|
UBS | 28.02 |
Swiss Re | 112.60 |
ABB Ltd | 49.39 |
ZURICH INSURANCE | 471.80 |
Sika AG | 270.10 |