Last price paid | 0.085 | |
Change | -15.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 28.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -55.00% |
Year to date (YTD) | -70.69% |
1 month | -46.88% |
3 months | -43.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 64.75 |
Premium | 0.07% |
Premium p.a. | 0.19% |
Leverage | 11.50 |
Implied volatility | 0.20 |
ISIN | CH1268392391 |
Symbol | DKSJDZ |
Security | 126839239 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | DKSH Hldg N, CH0126673539 |
Underlying ISIN | CH0126673539 |
Strike | 60.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 21.09.2023 |
Premium | 6.88% |
Premium p.a. | 18.88% |
Leverage | 34.72 |
Implied volatility | 20.46% |
Moneyness | out-of-the-money |
Leverage | 11.4951 |
Delta | -0.3311 |
Gamma | 0.0023 |
Theta | -0.0005 |
Rho | -0.0041 |
Vega | 0.0068 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 58.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |