Last price paid | 0.17 | |
Change | +6.25% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 12.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -32.69% |
Year to date (YTD) | n.a. |
1 month | -22.73% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 22.06 |
Premium | 0.07% |
Premium p.a. | 0.11% |
Leverage | 9.75 |
Implied volatility | 0.19 |
ISIN | CH1305142627 |
Symbol | DTEG1Z |
Security | 130514262 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Deutsche Telekom N, DE0005557508 |
Underlying ISIN | DE0005557508 |
Strike | 21.00 |
C/P type | put |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 4 |
Value day | 05.03.2024 |
Premium | 6.73% |
Premium p.a. | 10.83% |
Leverage | 30.84 |
Implied volatility | 18.56% |
Moneyness | out-of-the-money |
Leverage | 9.7505 |
Delta | -0.3161 |
Gamma | 0.0281 |
Theta | -0.0004 |
Rho | -0.0117 |
Vega | 0.0151 |
Fair value | 0.18 |
Intrinsic value | n.a. |
Break-even | 20.29 |
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 |