Last price paid | 0.40 | |
Change | +14.29% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -1.22% |
Year to date (YTD) | +37.93% |
1 month | +33.33% |
3 months | +60.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 458.50 |
Premium | 0.04% |
Premium p.a. | 0.12% |
Leverage | 8.06 |
Implied volatility | 0.24 |
ISIN | CH1268390510 |
Symbol | DOK4DZ |
Security | 126839051 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | dormakaba Hldg N, CH0011795959 |
Underlying ISIN | CH0011795959 |
Strike | 480.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 19.09.2023 |
Premium | 4.10% |
Premium p.a. | 11.88% |
Leverage | 12.35 |
Implied volatility | 24.30% |
Moneyness | in-the-money |
Leverage | 8.0625 |
Delta | 0.6531 |
Gamma | 0.0001 |
Theta | -0.0012 |
Rho | 0.0099 |
Vega | 0.0108 |
Fair value | 0.21 |
Intrinsic value | n.a. |
Break-even | 520.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |