Last price paid | 0.15 | |
Change | +36.36% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 04.04.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -18.42% |
Year to date (YTD) | n.a. |
1 month | +7.14% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 18'320.14 |
Premium | 0.17% |
Premium p.a. | 0.26% |
Leverage | 23.04 |
Implied volatility | 0.12 |
ISIN | CH1305149077 |
Symbol | DAX6SZ |
Security | 130514907 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | DAX® Index, DE0008469008 |
Underlying ISIN | DE0008469008 |
Strike | 22'000.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 26.03.2024 |
Premium | 17.12% |
Premium p.a. | 26.48% |
Leverage | 238.85 |
Implied volatility | 11.94% |
Moneyness | out-of-the-money |
Leverage | 23.0364 |
Delta | 0.0964 |
Gamma | 0.0000 |
Theta | -0.0016 |
Rho | 0.0189 |
Vega | 0.0509 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 22'078.93 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 298.40 |
Partners Group Ho... | 1'272.50 |
Sika AG | 282.80 |
GEBERIT N | 564.00 |
Name | Price |
---|---|
LOGITECH INT. | 80.52 |
Compagnie Financi... | 136.50 |
NOVARTIS N | 93.65 |
ZURICH INSURANCE | 454.50 |
Nestlé SA | 95.08 |