Last price paid | n.a. | |
Change | -40.00% [ -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 | -98.31% |
Year to date (YTD) | n.a. |
1 month | -80.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.59 |
Underlying price on issue | 16'802.39 |
Premium | 0.06% |
Premium p.a. | 3.29% |
Leverage | 79.59 |
Implied volatility | 0.24 |
ISIN | CH1305133196 |
Symbol | DAX86Z |
Security | 130513319 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.04.2024 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 16'600.00 |
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 | 6.31% |
Premium p.a. | 328.84% |
Leverage | 3'429.19 |
Implied volatility | 23.97% |
Moneyness | out-of-the-money |
Leverage | 79.5903 |
Delta | -0.0232 |
Gamma | 0.0000 |
Theta | -0.0044 |
Rho | -0.0002 |
Vega | 0.0026 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 16'594.83 |
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 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |