Last price paid | 0.31 | |
Change | +14.81% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 03.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +31.25% |
Year to date (YTD) | -6.06% |
1 month | +72.22% |
3 months | -18.42% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 19.99 |
Premium | 0.01% |
Premium p.a. | 0.11% |
Leverage | 13.54 |
Implied volatility | 0.20 |
ISIN | CH1268393910 |
Symbol | DTEFFZ |
Security | 126839391 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Deutsche Telekom N, DE0005557508 |
Underlying ISIN | DE0005557508 |
Strike | 21.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 4 |
Value day | 26.09.2023 |
Premium | 1.26% |
Premium p.a. | 10.93% |
Leverage | 17.23 |
Implied volatility | 19.72% |
Moneyness | in-the-money |
Leverage | 13.5384 |
Delta | 0.7857 |
Gamma | 0.0501 |
Theta | -0.0017 |
Rho | 0.0046 |
Vega | 0.0054 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 22.28 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
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Compagnie Financi... | 144.75 |
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