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 | -92.86% |
Year to date (YTD) | -57.14% |
1 month | -25.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 15'435.62 |
Premium | 0.02% |
Premium p.a. | 1.11% |
Leverage | 586.51 |
Implied volatility | 0.05 |
ISIN | CH1237242966 |
Symbol | DAXGTZ |
Security | 123724296 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 18'400.00 |
C/P type | call |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 15.02.2023 |
Premium | 2.13% |
Premium p.a. | 111.05% |
Leverage | 865'792.75 |
Implied volatility | 4.58% |
Moneyness | out-of-the-money |
Leverage | 586.5051 |
Delta | 0.0007 |
Gamma | 0.0000 |
Theta | -0.0197 |
Rho | 0.0022 |
Vega | 0.0564 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 18'400.02 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 77.64 |
Lonza Group | 527.60 |
GEBERIT N | 546.80 |
ABB Ltd | 46.25 |
Holcim | 79.84 |
Name | Price |
---|---|
UBS | 26.64 |
Compagnie Financi... | 132.30 |
Alcon AG | 73.10 |
SWISSCOM N | 496.40 |
Sika AG | 274.50 |