Last price paid | n.a. | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 15.03.2024 |
Settlement date | 30.01.2023 |
Last trading | 15.03.2024 |
Final fixing | 15.03.2024 |
Currency redemption | CHF |
Perf. since issue | -99.27% |
Year to date (YTD) | -86.67% |
1 month | -60.00% |
3 months | -92.86% |
1 year | -98.21% |
3 years | n.a. |
Issue price | 0.75 |
Underlying price on issue | 15'034.22 |
Premium | 0.11% |
Premium p.a. | 5.83% |
Leverage | 131.53 |
Implied volatility | 0.23 |
ISIN | CH1235755233 |
Symbol | DAXHCZ |
Security | 123575523 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 16'000.00 |
C/P type | put |
Subscription ratio | 2'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 2000 |
Value day | 23.01.2023 |
Premium | 11.18% |
Premium p.a. | 583.05% |
Leverage | 1'574'220.55 |
Implied volatility | 22.99% |
Moneyness | out-of-the-money |
Leverage | 131.5265 |
Delta | -0.0001 |
Gamma | 0.0009 |
Theta | -0.0065 |
Rho | -0.0002 |
Vega | 0.0040 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 15'999.99 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 79.94 |
SONOVA HLDG N | 285.80 |
LOGITECH INT. | 80.50 |
Compagnie Financi... | 136.40 |
Partners Group Ho... | 1'251.50 |
Name | Price |
---|---|
Lonza Group | 507.40 |
ROCHE GS | 224.60 |
Swiss Re | 103.40 |
Givaudan | 4'066.00 |
SWISSCOM N | 502.00 |