Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.11.2023 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -85.71% |
Year to date (YTD) | n.a. |
1 month | -25.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 64.90 |
Premium | 0.23% |
Premium p.a. | 2.30% |
Leverage | 19.36 |
Implied volatility | 0.40 |
ISIN | CH1268389926 |
Symbol | DKSPHZ |
Security | 126838992 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | DKSH Hldg N, CH0126673539 |
Underlying ISIN | CH0126673539 |
Strike | 76.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.09.2023 |
Premium | 22.71% |
Premium p.a. | 230.21% |
Leverage | 310.50 |
Implied volatility | 39.93% |
Moneyness | out-of-the-money |
Leverage | 19.3594 |
Delta | 0.0623 |
Gamma | 0.0008 |
Theta | -0.0007 |
Rho | 0.0002 |
Vega | 0.0012 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 76.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.05 |
UBS | 27.97 |
LOGITECH INT. | 87.36 |
Givaudan | 4'223.00 |
Swiss Re | 111.90 |
Name | Price |
---|---|
Nestlé SA | 93.88 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.60 |
Partners Group Ho... | 1'261.50 |
NOVARTIS N | 93.22 |