Last price paid | 0.03 | |
Change | +20.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -92.71% |
Year to date (YTD) | -62.50% |
1 month | n.a. |
3 months | -62.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.48 |
Underlying price on issue | 38.70 |
Premium | 0.08% |
Premium p.a. | 1.14% |
Leverage | 23.05 |
Implied volatility | 0.30 |
ISIN | CH1268375040 |
Symbol | DUFC3Z |
Security | 126837504 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Avolta N, CH0023405456 |
Underlying ISIN | CH0023405456 |
Strike | 40.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 21.06.2023 |
Premium | 7.83% |
Premium p.a. | 114.32% |
Leverage | 106.91 |
Implied volatility | 30.29% |
Moneyness | out-of-the-money |
Leverage | 23.0488 |
Delta | 0.2156 |
Gamma | 0.0098 |
Theta | -0.0018 |
Rho | 0.0005 |
Vega | 0.0029 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 40.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 94.13 |
SONOVA HLDG N | 289.10 |
ROCHE GS | 236.60 |
SWISSCOM N | 507.00 |
Compagnie Financi... | 144.85 |
Name | Price |
---|---|
Holcim | 77.84 |
KUEHNE & NAGEL | 256.90 |
UBS | 27.81 |
LOGITECH INT. | 87.30 |
Swiss Life Hldg | 627.00 |