Last price paid | n.a. | |
Change | -25.00% [ -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 | 22.02.2023 |
Last trading | 15.03.2024 |
Final fixing | 15.03.2024 |
Currency redemption | CHF |
Perf. since issue | -98.94% |
Year to date (YTD) | -94.44% |
1 month | -85.00% |
3 months | -95.71% |
1 year | -98.83% |
3 years | n.a. |
Issue price | 1.42 |
Underlying price on issue | 15'436.12 |
Premium | 0.08% |
Premium p.a. | 4.39% |
Leverage | 165.87 |
Implied volatility | 0.18 |
ISIN | CH1237242958 |
Symbol | DAXOLZ |
Security | 123724295 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 16'500.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 15.02.2023 |
Premium | 8.42% |
Premium p.a. | 438.86% |
Leverage | 1'154'390.34 |
Implied volatility | 17.71% |
Moneyness | out-of-the-money |
Leverage | 165.8691 |
Delta | -0.0001 |
Gamma | 0.0024 |
Theta | -0.0166 |
Rho | -0.0005 |
Vega | 0.0133 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 16'499.98 |
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 |