Last price paid | 0.57 | |
Change | +5.56% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 15.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +259.38% |
Year to date (YTD) | +137.50% |
1 month | -35.96% |
3 months | +62.86% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 31.96 |
Premium | 0.01% |
Premium p.a. | 0.12% |
Leverage | 5.99 |
Implied volatility | 0.43 |
ISIN | CH1281050588 |
Symbol | DTGGDZ |
Security | 128105058 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Daim Tr Hld E 21 N, DE000DTR0CK8 |
Underlying ISIN | DE000DTR0CK8 |
Strike | 34.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 08.12.2023 |
Premium | 1.13% |
Premium p.a. | 11.81% |
Leverage | 6.79 |
Implied volatility | 43.16% |
Moneyness | in-the-money |
Leverage | 5.9903 |
Delta | 0.8823 |
Gamma | 0.0038 |
Theta | -0.0018 |
Rho | 0.0028 |
Vega | 0.0024 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 39.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |