Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.04.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.07.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.43% |
Year to date (YTD) | -40.00% |
1 month | -50.00% |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 66.55 |
Premium | 0.10% |
Premium p.a. | 1.00% |
Leverage | 31.86 |
Implied volatility | 0.22 |
ISIN | CH1268376485 |
Symbol | DKSILZ |
Security | 126837648 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | DKSH Hldg N, CH0126673539 |
Underlying ISIN | CH0126673539 |
Strike | 68.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 30.06.2023 |
Premium | 9.82% |
Premium p.a. | 99.59% |
Leverage | 310.50 |
Implied volatility | 21.79% |
Moneyness | out-of-the-money |
Leverage | 31.8596 |
Delta | 0.1026 |
Gamma | 0.0021 |
Theta | -0.0005 |
Rho | 0.0003 |
Vega | 0.0017 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 68.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.86 |
SONOVA HLDG N | 296.00 |
LOGITECH INT. | 87.48 |
Swiss Life Hldg | 622.20 |
Givaudan | 4'214.00 |
Name | Price |
---|---|
Nestlé SA | 93.32 |
SWISSCOM N | 493.40 |
KUEHNE & NAGEL | 243.90 |
Partners Group Ho... | 1'257.00 |
NOVARTIS N | 92.93 |