Last price paid | 0.12 | |
Change | +9.09% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 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 | +3.85% |
Year to date (YTD) | n.a. |
1 month | +26.32% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 112.18 |
Premium | 0.01% |
Premium p.a. | 0.16% |
Leverage | 22.58 |
Implied volatility | 0.16 |
ISIN | CH1305153772 |
Symbol | DG00TZ |
Security | 130515377 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Vinci, FR0000125486 |
Underlying ISIN | FR0000125486 |
Strike | 114.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 24.04.2024 |
Premium | 1.39% |
Premium p.a. | 16.32% |
Leverage | 34.01 |
Implied volatility | 16.10% |
Moneyness | in-the-money |
Leverage | 22.5762 |
Delta | 0.6639 |
Gamma | 0.0027 |
Theta | -0.0016 |
Rho | 0.0025 |
Vega | 0.0049 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 117.41 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.50 |
Givaudan | 4'263.00 |
SONOVA HLDG N | 291.20 |
ROCHE GS | 229.70 |
ABB Ltd | 49.75 |
Name | Price |
---|---|
Lonza Group | 504.80 |
Sika AG | 282.00 |
ZURICH INSURANCE | 468.00 |
NOVARTIS N | 91.32 |
KUEHNE & NAGEL | 249.20 |