Last price paid | 0.045 | |
Change | -10.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.10.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -87.84% |
Year to date (YTD) | -73.53% |
1 month | -35.71% |
3 months | -67.86% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 412.00 |
Premium | 0.19% |
Premium p.a. | 0.53% |
Leverage | 11.12 |
Implied volatility | 0.29 |
ISIN | CH1281035407 |
Symbol | DOK5NZ |
Security | 128103540 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | dormakaba Hldg N, CH0011795959 |
Underlying ISIN | CH0011795959 |
Strike | 400.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 19.10.2023 |
Premium | 19.20% |
Premium p.a. | 52.70% |
Leverage | 108.78 |
Implied volatility | 29.09% |
Moneyness | out-of-the-money |
Leverage | 11.1227 |
Delta | -0.1023 |
Gamma | 0.0000 |
Theta | -0.0006 |
Rho | -0.0020 |
Vega | 0.0053 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 395.50 |
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 |
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Nestlé SA | 96.62 |
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SONOVA HLDG N | 291.20 |
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