Last price paid | 0.065 | |
Change | -13.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 02.05.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -14.29% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 112.18 |
Premium | 0.04% |
Premium p.a. | 0.34% |
Leverage | 27.47 |
Implied volatility | 0.16 |
ISIN | CH1305153806 |
Symbol | DG0LRZ |
Security | 130515380 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Vinci, FR0000125486 |
Underlying ISIN | FR0000125486 |
Strike | 118.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 24.04.2024 |
Premium | 3.89% |
Premium p.a. | 33.77% |
Leverage | 75.69 |
Implied volatility | 16.23% |
Moneyness | out-of-the-money |
Leverage | 27.4700 |
Delta | 0.3629 |
Gamma | 0.0024 |
Theta | -0.0013 |
Rho | 0.0018 |
Vega | 0.0058 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 119.52 |
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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Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
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SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
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