Last price paid | 0.13 | |
Change | +18.18% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +22.73% |
Year to date (YTD) | n.a. |
1 month | +100.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 81.68 |
Premium | 0.06% |
Premium p.a. | 0.48% |
Leverage | 3.31 |
Implied volatility | 0.78 |
ISIN | CH1305140902 |
Symbol | DOCT3Z |
Security | 130514090 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | DocMorris N, CH0042615283 |
Underlying ISIN | CH0042615283 |
Strike | 80.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 29.02.2024 |
Premium | 5.54% |
Premium p.a. | 48.14% |
Leverage | 5.21 |
Implied volatility | 77.80% |
Moneyness | in-the-money |
Leverage | 3.3134 |
Delta | -0.6354 |
Gamma | 0.0002 |
Theta | -0.0008 |
Rho | -0.0007 |
Vega | 0.0009 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 66.50 |
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 |
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SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
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