Last price paid | 0.07 | |
Change | -6.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 17.05.2024 |
Settlement date | 04.04.2024 |
Last trading | 17.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
Perf. since issue | -94.62% |
Year to date (YTD) | n.a. |
1 month | -94.17% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.65 |
Underlying price on issue | 18'319.15 |
Premium | 0.02% |
Premium p.a. | 0.53% |
Leverage | 130.18 |
Implied volatility | 0.08 |
ISIN | CH1305149093 |
Symbol | DAX2UZ |
Security | 130514909 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 18'500.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 26.03.2024 |
Premium | 1.73% |
Premium p.a. | 52.51% |
Leverage | 1'053.08 |
Implied volatility | 8.50% |
Moneyness | out-of-the-money |
Leverage | 130.1794 |
Delta | -0.1236 |
Gamma | 0.0000 |
Theta | -0.0044 |
Rho | -0.0015 |
Vega | 0.0137 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 18'482.14 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 525.00 |
SONOVA HLDG N | 292.10 |
Sika AG | 282.80 |
Partners Group Ho... | 1'264.50 |
GEBERIT N | 560.00 |
Name | Price |
---|---|
Compagnie Financi... | 135.50 |
NOVARTIS N | 93.27 |
Nestlé SA | 94.60 |
Givaudan | 4'077.00 |
Swiss Re | 103.70 |