Last price paid | n.a. | |
Change | -92.11% [ -0.18 ] | |
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 | -95.65% |
Year to date (YTD) | n.a. |
1 month | -98.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 16'802.39 |
Premium | 0.00% |
Premium p.a. | 0.24% |
Leverage | 542.00 |
Implied volatility | 0.03 |
ISIN | CH1305132933 |
Symbol | DAXOIZ |
Security | 130513293 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.04.2024 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 17'800.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 25.01.2024 |
Premium | 0.46% |
Premium p.a. | 23.86% |
Leverage | 3'431.56 |
Implied volatility | 2.54% |
Moneyness | out-of-the-money |
Leverage | 542.0009 |
Delta | 0.1579 |
Gamma | 0.0000 |
Theta | -0.0027 |
Rho | 0.0010 |
Vega | 0.0115 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 17'805.17 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |