Last price paid | n.a. | |
Change | -90.00% [ -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 | -99.55% |
Year to date (YTD) | -99.38% |
1 month | -97.78% |
3 months | -99.44% |
1 year | -99.94% |
3 years | n.a. |
Issue price | 1.21 |
Underlying price on issue | 15'436.12 |
Premium | 0.11% |
Premium p.a. | 5.83% |
Leverage | 141.47 |
Implied volatility | 0.22 |
ISIN | CH1237242909 |
Symbol | DAXWMZ |
Security | 123724290 |
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 | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 15.02.2023 |
Premium | 11.18% |
Premium p.a. | 583.05% |
Leverage | 3'148'441.09 |
Implied volatility | 22.08% |
Moneyness | out-of-the-money |
Leverage | 141.4695 |
Delta | 0.0000 |
Gamma | 0.0019 |
Theta | -0.0070 |
Rho | -0.0002 |
Vega | 0.0045 |
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 |
---|---|
Nestlé SA | 94.20 |
GEBERIT N | 549.60 |
ABB Ltd | 46.57 |
Lonza Group | 526.40 |
KUEHNE & NAGEL | 250.50 |
Name | Price |
---|---|
UBS | 26.33 |
Alcon AG | 72.94 |
SONOVA HLDG N | 266.80 |
Partners Group Ho... | 1'237.50 |
Swiss Life Hldg | 639.60 |