Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | -93.75% |
Year to date (YTD) | -56.25% |
1 month | -22.22% |
3 months | -68.18% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.48 |
Underlying price on issue | 38.70 |
Premium | 0.12% |
Premium p.a. | 1.24% |
Leverage | 19.37 |
Implied volatility | 0.33 |
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 | 12.26% |
Premium p.a. | 124.26% |
Leverage | 119.67 |
Implied volatility | 32.69% |
Moneyness | out-of-the-money |
Leverage | 19.3707 |
Delta | 0.1619 |
Gamma | 0.0066 |
Theta | -0.0013 |
Rho | 0.0005 |
Vega | 0.0028 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 40.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.94 |
LOGITECH INT. | 87.42 |
ROCHE GS | 234.80 |
Swiss Re | 111.95 |
UBS | 27.91 |
Name | Price |
---|---|
Nestlé SA | 93.96 |
Partners Group Ho... | 1'254.00 |
KUEHNE & NAGEL | 244.00 |
SWISSCOM N | 495.80 |
Holcim | 79.06 |