Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 08.05.2024 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 | -80.00% |
Year to date (YTD) | -75.00% |
1 month | -76.92% |
3 months | -86.36% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.05 |
Underlying price on issue | 72.58 |
Premium | 0.35% |
Premium p.a. | 2.64% |
Leverage | 9.51 |
Implied volatility | 0.63 |
ISIN | CH1281049408 |
Symbol | DOCW6Z |
Security | 128104940 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 35.48% |
Premium p.a. | 264.29% |
Leverage | 74.55 |
Implied volatility | 63.46% |
Moneyness | out-of-the-money |
Leverage | 9.5063 |
Delta | 0.1275 |
Gamma | 0.0001 |
Theta | -0.0004 |
Rho | 0.0001 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 101.00 |
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 |