Last price paid | 0.03 | |
Change | -40.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 97'000.00 Unit | |
Date/time | 08.05.2024 17:15 |
Fixing | 20.09.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -68.75% |
Year to date (YTD) | -64.71% |
1 month | -72.73% |
3 months | -76.92% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 72.58 |
Premium | 0.37% |
Premium p.a. | 0.98% |
Leverage | 6.52 |
Implied volatility | 0.50 |
ISIN | CH1281049499 |
Symbol | DOCEXZ |
Security | 128104949 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | DocMorris N, CH0042615283 |
Underlying ISIN | CH0042615283 |
Strike | 100.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 08.12.2023 |
Premium | 37.49% |
Premium p.a. | 97.75% |
Leverage | 29.82 |
Implied volatility | 49.87% |
Moneyness | out-of-the-money |
Leverage | 6.5164 |
Delta | 0.2185 |
Gamma | 0.0001 |
Theta | -0.0002 |
Rho | 0.0005 |
Vega | 0.0014 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 102.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 248.90 |
Swiss Re | 106.05 |
UBS | 26.95 |
Holcim | 81.60 |
NOVARTIS N | 92.32 |
Name | Price |
---|---|
Givaudan | 4'053.00 |
Lonza Group | 526.20 |
GEBERIT N | 550.60 |
ZURICH INSURANCE | 457.40 |
LOGITECH INT. | 77.02 |