Last price paid | 0.15 | |
Change | -6.25% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 02.05.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -34.21% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 18'199.75 |
Premium | 0.10% |
Premium p.a. | 0.31% |
Leverage | 32.74 |
Implied volatility | 0.11 |
ISIN | CH1305152527 |
Symbol | DAXI0Z |
Security | 130515252 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 20'400.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 24.04.2024 |
Premium | 10.19% |
Premium p.a. | 30.73% |
Leverage | 294.28 |
Implied volatility | 11.26% |
Moneyness | out-of-the-money |
Leverage | 32.7369 |
Delta | 0.1112 |
Gamma | 0.0000 |
Theta | -0.0023 |
Rho | 0.0120 |
Vega | 0.0401 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 20'463.11 |
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 |
Partners Group Ho... | 1'195.00 |
UBS | 28.06 |
GEBERIT N | 556.60 |
Holcim | 79.26 |