Last price paid | 0.14 | |
Change | -17.65% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 18.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -54.41% |
Year to date (YTD) | -70.21% |
1 month | -50.00% |
3 months | -50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 38.03 |
Premium | 0.03% |
Premium p.a. | 0.33% |
Leverage | 12.49 |
Implied volatility | 0.31 |
ISIN | CH1268387292 |
Symbol | DUF72Z |
Security | 126838729 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Avolta N, CH0023405456 |
Underlying ISIN | CH0023405456 |
Strike | 36.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 11.09.2023 |
Premium | 2.79% |
Premium p.a. | 32.89% |
Leverage | 22.86 |
Implied volatility | 30.74% |
Moneyness | in-the-money |
Leverage | 12.4925 |
Delta | -0.5464 |
Gamma | 0.0125 |
Theta | -0.0020 |
Rho | -0.0018 |
Vega | 0.0041 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 34.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 143.95 |
SWISSCOM N | 491.40 |
KUEHNE & NAGEL | 250.20 |
ROCHE GS | 229.00 |
UBS | 28.27 |
Name | Price |
---|---|
Lonza Group | 496.00 |
Sika AG | 275.60 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.96 |
GEBERIT N | 560.60 |