Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 15.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -90.00% |
Year to date (YTD) | -72.73% |
1 month | -45.45% |
3 months | -72.73% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 22.53 |
Premium | 0.06% |
Premium p.a. | 0.64% |
Leverage | 36.80 |
Implied volatility | 0.17 |
ISIN | CH1281051271 |
Symbol | DTEKRZ |
Security | 128105127 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Deutsche Telekom N, DE0005557508 |
Underlying ISIN | DE0005557508 |
Strike | 23.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 4 |
Value day | 08.12.2023 |
Premium | 6.16% |
Premium p.a. | 64.26% |
Leverage | 215.91 |
Implied volatility | 16.98% |
Moneyness | out-of-the-money |
Leverage | 36.7996 |
Delta | 0.1704 |
Gamma | 0.0555 |
Theta | -0.0011 |
Rho | 0.0009 |
Vega | 0.0042 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 23.10 |
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 |