Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.05.2024 17:20 |
Fixing | 17.05.2024 |
Settlement date | 01.03.2024 |
Last trading | 17.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
Perf. since issue | -93.82% |
Year to date (YTD) | n.a. |
1 month | -76.92% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 17'367.19 |
Premium | 0.14% |
Premium p.a. | 5.22% |
Leverage | 40.89 |
Implied volatility | 0.42 |
ISIN | CH1305140100 |
Symbol | DAXR3Z |
Security | 130514010 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
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 | 23.02.2024 |
Premium | 14.30% |
Premium p.a. | 521.91% |
Leverage | 3'505.33 |
Implied volatility | 41.94% |
Moneyness | out-of-the-money |
Leverage | 40.8876 |
Delta | -0.0117 |
Gamma | 0.0000 |
Theta | -0.0038 |
Rho | -0.0001 |
Vega | 0.0019 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 15'994.68 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 250.90 |
ABB Ltd | 49.82 |
UBS | 28.43 |
Givaudan | 4'252.00 |
Swiss Life Hldg | 634.80 |
Name | Price |
---|---|
LOGITECH INT. | 87.34 |
SONOVA HLDG N | 291.20 |
Lonza Group | 512.80 |
Partners Group Ho... | 1'229.00 |
ROCHE GS | 229.90 |