Last price paid | n.a. | |
Change | -84.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 19.04.2024 |
Settlement date | 07.02.2024 |
Last trading | 19.04.2024 |
Final fixing | 19.04.2024 |
Currency redemption | CHF |
Perf. since issue | -99.41% |
Year to date (YTD) | n.a. |
1 month | -96.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.94 |
Underlying price on issue | 16'942.71 |
Premium | 0.03% |
Premium p.a. | 1.53% |
Leverage | 165.65 |
Implied volatility | 0.11 |
ISIN | CH1305134624 |
Symbol | DAXYOZ |
Security | 130513462 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.04.2024 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 17'200.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 31.01.2024 |
Premium | 2.93% |
Premium p.a. | 153.02% |
Leverage | 6'235.00 |
Implied volatility | 11.38% |
Moneyness | out-of-the-money |
Leverage | 165.6542 |
Delta | -0.0266 |
Gamma | 0.0000 |
Theta | -0.0023 |
Rho | -0.0002 |
Vega | 0.0029 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 17'197.16 |
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 |