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 | 21.06.2024 |
Settlement date | 12.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -82.14% |
Year to date (YTD) | n.a. |
1 month | -89.29% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 43.00 |
Premium | 0.22% |
Premium p.a. | 1.95% |
Leverage | 19.70 |
Implied volatility | 0.36 |
ISIN | CH1305142635 |
Symbol | DTGTFZ |
Security | 130514263 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Daim Tr Hld E 21 N, DE000DTR0CK8 |
Underlying ISIN | DE000DTR0CK8 |
Strike | 48.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 05.03.2024 |
Premium | 22.40% |
Premium p.a. | 194.64% |
Leverage | 310.41 |
Implied volatility | 36.18% |
Moneyness | out-of-the-money |
Leverage | 19.7020 |
Delta | 0.0635 |
Gamma | 0.0026 |
Theta | -0.0007 |
Rho | 0.0003 |
Vega | 0.0016 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 48.13 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
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