Last price paid | 0.015 | |
Change | +50.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -71.43% |
Year to date (YTD) | -25.00% |
1 month | -40.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 16'084.20 |
Premium | 0.06% |
Premium p.a. | 0.47% |
Leverage | 49.36 |
Implied volatility | 0.12 |
ISIN | CH1268374027 |
Symbol | DAX8RZ |
Security | 126837402 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 19'900.00 |
C/P type | call |
Subscription ratio | 2'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 2000 |
Value day | 20.06.2023 |
Premium | 6.31% |
Premium p.a. | 47.03% |
Leverage | 457.77 |
Implied volatility | 11.71% |
Moneyness | out-of-the-money |
Leverage | 49.3631 |
Delta | 0.1078 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | 0.0012 |
Vega | 0.0062 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 19'940.97 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 248.90 |
Swiss Re | 106.05 |
UBS | 26.95 |
Holcim | 81.60 |
NOVARTIS N | 92.32 |
Name | Price |
---|---|
Givaudan | 4'053.00 |
Lonza Group | 526.20 |
GEBERIT N | 550.60 |
ZURICH INSURANCE | 457.40 |
LOGITECH INT. | 77.02 |