Last price paid | 0.68 | |
Change | +13.33% [ +0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 23.05.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +353.13% |
Year to date (YTD) | n.a. |
1 month | +518.18% |
3 months | +871.43% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 493.75 |
Premium | 0.01% |
Premium p.a. | 0.04% |
Leverage | 6.81 |
Implied volatility | 0.27 |
ISIN | CH1338503233 |
Symbol | DOKAPZ |
Security | 133850323 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | dormakaba Hldg N, CH0011795959 |
Underlying ISIN | CH0011795959 |
Strike | 560.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 15.05.2024 |
Premium | 1.20% |
Premium p.a. | 4.34% |
Leverage | 8.62 |
Implied volatility | 27.42% |
Moneyness | in-the-money |
Leverage | 6.8135 |
Delta | 0.7904 |
Gamma | 0.0000 |
Theta | -0.0009 |
Rho | 0.0076 |
Vega | 0.0091 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 632.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.80 |
SONOVA HLDG N | 302.70 |
Sika AG | 281.10 |
ROCHE GS | 272.20 |
Alcon AG | 84.18 |
Name | Price |
---|---|
Holcim | 83.22 |
ABB Ltd | 49.51 |
Lonza Group | 537.60 |
ZURICH INSURANCE | 513.00 |
Givaudan | 4'588.00 |