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 | 15.03.2024 |
Settlement date | 22.02.2023 |
Last trading | 15.03.2024 |
Final fixing | 15.03.2024 |
Currency redemption | CHF |
Perf. since issue | -75.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -25.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 15'435.62 |
Premium | 0.54% |
Premium p.a. | 28.41% |
Leverage | 21.57 |
Implied volatility | 1.44 |
ISIN | CH1237242933 |
Symbol | DAXSFZ |
Security | 123724293 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 8'200.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 15.02.2023 |
Premium | 54.48% |
Premium p.a. | 2840.78% |
Leverage | 865'821.30 |
Implied volatility | 143.76% |
Moneyness | out-of-the-money |
Leverage | 21.5669 |
Delta | 0.0000 |
Gamma | 0.0003 |
Theta | -0.0262 |
Rho | -0.0002 |
Vega | 0.0026 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 8'199.98 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |