Last price paid | 0.10 | |
Change | -9.09% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -79.35% |
Year to date (YTD) | -71.43% |
1 month | -37.50% |
3 months | -75.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.46 |
Underlying price on issue | 11.63 |
Premium | 0.27% |
Premium p.a. | 0.42% |
Leverage | 5.70 |
Implied volatility | 0.37 |
ISIN | CH1281051131 |
Symbol | DBKOTZ |
Security | 128105113 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Deutsche Bank N, DE0005140008 |
Underlying ISIN | DE0005140008 |
Strike | 12.00 |
C/P type | put |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 4 |
Value day | 08.12.2023 |
Premium | 26.76% |
Premium p.a. | 41.56% |
Leverage | 41.04 |
Implied volatility | 37.15% |
Moneyness | out-of-the-money |
Leverage | 5.7003 |
Delta | -0.1389 |
Gamma | 0.0118 |
Theta | -0.0005 |
Rho | -0.0037 |
Vega | 0.0069 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 11.61 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |