Last price paid | 0.045 | |
Change | +28.57% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.08.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 15.07.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -55.00% |
Year to date (YTD) | n.a. |
1 month | -52.63% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 40.16 |
Premium | 0.12% |
Premium p.a. | 0.32% |
Leverage | 12.37 |
Implied volatility | 0.22 |
ISIN | CH1338516052 |
Symbol | DHLO6Z |
Security | 133851605 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Deutsche Post N, DE0005552004 |
Underlying ISIN | DE0005552004 |
Strike | 42.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 08.07.2024 |
Premium | 12.05% |
Premium p.a. | 32.34% |
Leverage | 40.42 |
Implied volatility | 22.23% |
Moneyness | out-of-the-money |
Leverage | 12.3713 |
Delta | 0.3061 |
Gamma | 0.0036 |
Theta | -0.0004 |
Rho | 0.0019 |
Vega | 0.0039 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 42.95 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 117.85 |
SONOVA HLDG N | 298.20 |
KUEHNE & NAGEL | 262.10 |
GEBERIT N | 533.60 |
Holcim | 81.42 |
Name | Price |
---|---|
Lonza Group | 559.40 |
LOGITECH INT. | 77.94 |
NOVARTIS N | 100.40 |
ROCHE GS | 283.20 |
Nestlé SA | 89.54 |