Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 14.05.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -94.12% |
Year to date (YTD) | n.a. |
1 month | -94.62% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 18'177.56 |
Premium | 0.03% |
Premium p.a. | 1.18% |
Leverage | 115.06 |
Implied volatility | 0.12 |
ISIN | CH1338499333 |
Symbol | DAXMOZ |
Security | 133849933 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 18'700.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 06.05.2024 |
Premium | 3.22% |
Premium p.a. | 117.54% |
Leverage | 1'721.97 |
Implied volatility | 12.06% |
Moneyness | out-of-the-money |
Leverage | 115.0603 |
Delta | 0.0668 |
Gamma | 0.0000 |
Theta | -0.0047 |
Rho | 0.0006 |
Vega | 0.0074 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 18'710.53 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Life Hldg | 646.60 |
Swiss Re | 111.30 |
Lonza Group | 477.70 |
ABB Ltd | 50.74 |
ZURICH INSURANCE | 478.80 |
Name | Price |
---|---|
Nestlé SA | 94.62 |
Compagnie Financi... | 141.40 |
SONOVA HLDG N | 270.50 |
NOVARTIS N | 93.18 |
Alcon AG | 78.36 |