Last price paid | 0.045 | |
Change | -10.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -76.47% |
Year to date (YTD) | -30.77% |
1 month | -10.00% |
3 months | -43.75% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 37.25 |
Premium | 0.31% |
Premium p.a. | 0.91% |
Leverage | 10.95 |
Implied volatility | 0.35 |
ISIN | CH1268389975 |
Symbol | DUFKJZ |
Security | 126838997 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Avolta N, CH0023405456 |
Underlying ISIN | CH0023405456 |
Strike | 46.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 19.09.2023 |
Premium | 30.56% |
Premium p.a. | 91.42% |
Leverage | 88.85 |
Implied volatility | 34.73% |
Moneyness | out-of-the-money |
Leverage | 10.9492 |
Delta | 0.1232 |
Gamma | 0.0029 |
Theta | -0.0006 |
Rho | 0.0013 |
Vega | 0.0042 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 46.40 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |