Last price paid | n.a. | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
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 | -90.45% |
Year to date (YTD) | n.a. |
1 month | -92.86% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 110.58 |
Premium | 0.11% |
Premium p.a. | 5.79% |
Leverage | 31.27 |
Implied volatility | 0.52 |
ISIN | CH1338497261 |
Symbol | DG010Z |
Security | 133849726 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Vinci, FR0000125486 |
Underlying ISIN | FR0000125486 |
Strike | 112.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 06.05.2024 |
Premium | 11.11% |
Premium p.a. | 579.24% |
Leverage | 367.01 |
Implied volatility | 52.29% |
Moneyness | out-of-the-money |
Leverage | 31.2694 |
Delta | 0.0852 |
Gamma | 0.0009 |
Theta | -0.0030 |
Rho | 0.0001 |
Vega | 0.0008 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 112.28 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 587.40 |
Givaudan | 4'307.00 |
ABB Ltd | 48.78 |
Partners Group Ho... | 1'184.50 |
SONOVA HLDG N | 269.30 |
Name | Price |
---|---|
Sika AG | 266.80 |
Swiss Re | 108.45 |
ZURICH INSURANCE | 483.20 |
Compagnie Financi... | 134.00 |
UBS | 26.66 |