Last price paid | 0.055 | |
Change | +22.22% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.07.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 02.05.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -59.38% |
Year to date (YTD) | n.a. |
1 month | -57.69% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 112.18 |
Premium | 0.24% |
Premium p.a. | 0.33% |
Leverage | 10.47 |
Implied volatility | 0.23 |
ISIN | CH1305153871 |
Symbol | DG0J8Z |
Security | 130515387 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Vinci, FR0000125486 |
Underlying ISIN | FR0000125486 |
Strike | 130.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 24.04.2024 |
Premium | 23.70% |
Premium p.a. | 32.89% |
Leverage | 63.58 |
Implied volatility | 22.95% |
Moneyness | out-of-the-money |
Leverage | 10.4668 |
Delta | 0.1646 |
Gamma | 0.0005 |
Theta | -0.0004 |
Rho | 0.0040 |
Vega | 0.0086 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 131.67 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 109.55 |
Swiss Life Hldg | 671.40 |
Holcim | 81.70 |
Givaudan | 4'302.00 |
Alcon AG | 80.74 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.90 |
Partners Group Ho... | 1'205.50 |
Compagnie Financi... | 138.85 |
LOGITECH INT. | 84.14 |
GEBERIT N | 538.60 |