Last price paid | 0.05 | |
Change | -23.08% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 02.05.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -16.67% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 38.86 |
Premium | 0.03% |
Premium p.a. | 0.31% |
Leverage | 19.69 |
Implied volatility | 0.21 |
ISIN | CH1305153988 |
Symbol | DHLFWZ |
Security | 130515398 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Deutsche Post N, DE0005552004 |
Underlying ISIN | DE0005552004 |
Strike | 39.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 24.04.2024 |
Premium | 2.99% |
Premium p.a. | 31.14% |
Leverage | 38.46 |
Implied volatility | 21.12% |
Moneyness | out-of-the-money |
Leverage | 19.6861 |
Delta | 0.5118 |
Gamma | 0.0079 |
Theta | -0.0008 |
Rho | 0.0009 |
Vega | 0.0024 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 40.01 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 514.60 |
Partners Group Ho... | 1'224.00 |
KUEHNE & NAGEL | 244.10 |
Givaudan | 4'244.00 |
ROCHE GS | 232.00 |
Name | Price |
---|---|
NOVARTIS N | 91.60 |
UBS | 27.62 |
Alcon AG | 81.82 |
LOGITECH INT. | 87.08 |
Sika AG | 281.10 |