Last price paid | 0.11 | |
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 | 15.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +16.67% |
Year to date (YTD) | +29.41% |
1 month | 0.00% |
3 months | -35.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 57.78 |
Premium | 0.06% |
Premium p.a. | 0.17% |
Leverage | 13.01 |
Implied volatility | 0.18 |
ISIN | CH1281050422 |
Symbol | DKSV7Z |
Security | 128105042 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | DKSH Hldg N, CH0126673539 |
Underlying ISIN | CH0126673539 |
Strike | 64.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 08.12.2023 |
Premium | 6.27% |
Premium p.a. | 17.21% |
Leverage | 29.62 |
Implied volatility | 18.23% |
Moneyness | out-of-the-money |
Leverage | 13.0063 |
Delta | 0.4391 |
Gamma | 0.0029 |
Theta | -0.0006 |
Rho | 0.0046 |
Vega | 0.0074 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 66.10 |
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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