Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 16.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -81.82% |
Year to date (YTD) | -25.00% |
1 month | -85.00% |
3 months | -14.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 34.07 |
Premium | 0.12% |
Premium p.a. | 1.28% |
Leverage | 23.81 |
Implied volatility | 0.29 |
ISIN | CH1268382020 |
Symbol | DTGDHZ |
Security | 126838202 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Daim Tr Hld E 21 N, DE000DTR0CK8 |
Underlying ISIN | DE000DTR0CK8 |
Strike | 44.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 09.08.2023 |
Premium | 12.27% |
Premium p.a. | 127.98% |
Leverage | 195.28 |
Implied volatility | 28.65% |
Moneyness | out-of-the-money |
Leverage | 23.8141 |
Delta | 0.1220 |
Gamma | 0.0058 |
Theta | -0.0010 |
Rho | 0.0004 |
Vega | 0.0024 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 44.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 246.40 |
Lonza Group | 515.20 |
Holcim | 79.86 |
UBS | 28.08 |
Swiss Re | 111.65 |
Name | Price |
---|---|
Alcon AG | 81.72 |
NOVARTIS N | 91.65 |
SONOVA HLDG N | 294.90 |
LOGITECH INT. | 87.30 |
Givaudan | 4'210.00 |