Last price paid | n.a. | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 19.04.2024 |
Settlement date | 01.02.2024 |
Last trading | 19.04.2024 |
Final fixing | 19.04.2024 |
Currency redemption | CHF |
Perf. since issue | -96.97% |
Year to date (YTD) | n.a. |
1 month | -70.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 16'802.39 |
Premium | 0.10% |
Premium p.a. | 5.05% |
Leverage | 56.51 |
Implied volatility | 0.35 |
ISIN | CH1305133121 |
Symbol | DAXT0Z |
Security | 130513312 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.04.2024 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 16'000.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 25.01.2024 |
Premium | 9.69% |
Premium p.a. | 505.48% |
Leverage | 3'429.19 |
Implied volatility | 35.07% |
Moneyness | out-of-the-money |
Leverage | 56.5150 |
Delta | -0.0165 |
Gamma | 0.0000 |
Theta | -0.0048 |
Rho | -0.0001 |
Vega | 0.0019 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 15'994.83 |
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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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
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SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
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