Last price paid | 0.51 | |
Change | +8.51% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 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 | +415.00% |
Year to date (YTD) | +325.00% |
1 month | +75.86% |
3 months | +750.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 9.72 |
Premium | 0.00% |
Premium p.a. | 0.02% |
Leverage | 6.72 |
Implied volatility | 0.43 |
ISIN | CH1268367013 |
Symbol | DBKYAZ |
Security | 126836701 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Deutsche Bank N, DE0005140008 |
Underlying ISIN | DE0005140008 |
Strike | 14.00 |
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 | 0.26% |
Premium p.a. | 2.17% |
Leverage | 7.65 |
Implied volatility | 42.85% |
Moneyness | in-the-money |
Leverage | 6.7159 |
Delta | 0.8776 |
Gamma | 0.0457 |
Theta | -0.0006 |
Rho | 0.0011 |
Vega | 0.0023 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 16.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |