Last price paid | 0.93 | |
Change | -3.12% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 09.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +413.89% |
Year to date (YTD) | +210.00% |
1 month | +43.08% |
3 months | +342.86% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 9.72 |
Premium | 0.01% |
Premium p.a. | 0.06% |
Leverage | 3.66 |
Implied volatility | 0.80 |
ISIN | CH1268366973 |
Symbol | DBKK4Z |
Security | 126836697 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Deutsche Bank N, DE0005140008 |
Underlying ISIN | DE0005140008 |
Strike | 12.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 4 |
Value day | 02.06.2023 |
Premium | 0.73% |
Premium p.a. | 6.31% |
Leverage | 4.17 |
Implied volatility | 79.62% |
Moneyness | in-the-money |
Leverage | 3.6584 |
Delta | 0.8773 |
Gamma | 0.0183 |
Theta | -0.0014 |
Rho | 0.0012 |
Vega | 0.0023 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 15.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
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