Last price paid | 1.04 | |
Change | +10.64% [ +0.10 ] | |
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 | +283.93% |
Year to date (YTD) | n.a. |
1 month | +316.00% |
3 months | +766.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 493.75 |
Premium | 0.01% |
Premium p.a. | 0.04% |
Leverage | 4.89 |
Implied volatility | 0.36 |
ISIN | CH1338503209 |
Symbol | DOKH7Z |
Security | 133850320 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | dormakaba Hldg N, CH0011795959 |
Underlying ISIN | CH0011795959 |
Strike | 520.00 |
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 | 1.05% |
Premium p.a. | 3.78% |
Leverage | 5.78 |
Implied volatility | 36.09% |
Moneyness | in-the-money |
Leverage | 4.8850 |
Delta | 0.8456 |
Gamma | 0.0000 |
Theta | -0.0010 |
Rho | 0.0073 |
Vega | 0.0074 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 627.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.00 |
SONOVA HLDG N | 303.10 |
Alcon AG | 84.62 |
Sika AG | 281.50 |
ROCHE GS | 272.70 |
Name | Price |
---|---|
Holcim | 83.32 |
ABB Ltd | 49.42 |
ZURICH INSURANCE | 514.00 |
Lonza Group | 539.20 |
SWISSCOM N | 554.00 |