Last price paid | 0.16 | |
Change | +14.29% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -41.07% |
Year to date (YTD) | 0.00% |
1 month | +23.08% |
3 months | +23.08% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 458.50 |
Premium | 0.08% |
Premium p.a. | 0.24% |
Leverage | 11.82 |
Implied volatility | 0.22 |
ISIN | CH1268390528 |
Symbol | DOKIFZ |
Security | 126839052 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | dormakaba Hldg N, CH0011795959 |
Underlying ISIN | CH0011795959 |
Strike | 520.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 19.09.2023 |
Premium | 8.27% |
Premium p.a. | 23.97% |
Leverage | 30.03 |
Implied volatility | 21.88% |
Moneyness | out-of-the-money |
Leverage | 11.8169 |
Delta | 0.3935 |
Gamma | 0.0001 |
Theta | -0.0010 |
Rho | 0.0062 |
Vega | 0.0112 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 536.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 143.40 |
Lonza Group | 513.80 |
Partners Group Ho... | 1'224.00 |
KUEHNE & NAGEL | 244.30 |
Swiss Re | 111.20 |
Name | Price |
---|---|
NOVARTIS N | 91.42 |
LOGITECH INT. | 86.94 |
Sika AG | 281.10 |
Alcon AG | 82.00 |
ZURICH INSURANCE | 468.00 |