Last price paid | 0.055 | |
Change | +10.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 03.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -65.63% |
Year to date (YTD) | -81.03% |
1 month | +37.50% |
3 months | -71.05% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 38.52 |
Premium | 0.03% |
Premium p.a. | 0.25% |
Leverage | 19.19 |
Implied volatility | 0.19 |
ISIN | CH1268394009 |
Symbol | DHLMNZ |
Security | 126839400 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Deutsche Post N, DE0005552004 |
Underlying ISIN | DE0005552004 |
Strike | 40.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 26.09.2023 |
Premium | 2.86% |
Premium p.a. | 24.89% |
Leverage | 35.86 |
Implied volatility | 19.27% |
Moneyness | out-of-the-money |
Leverage | 19.1859 |
Delta | 0.5351 |
Gamma | 0.0077 |
Theta | -0.0007 |
Rho | 0.0012 |
Vega | 0.0027 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 41.11 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
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GEBERIT N | 561.40 |