Last price paid | 0.08 | |
Change | -15.79% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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) | -5.88% |
1 month | -27.27% |
3 months | -65.22% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 57.78 |
Premium | 0.07% |
Premium p.a. | 0.20% |
Leverage | 15.06 |
Implied volatility | 0.17 |
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 | 7.03% |
Premium p.a. | 20.19% |
Leverage | 40.80 |
Implied volatility | 17.32% |
Moneyness | out-of-the-money |
Leverage | 15.0551 |
Delta | 0.3690 |
Gamma | 0.0030 |
Theta | -0.0005 |
Rho | 0.0037 |
Vega | 0.0068 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 65.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |