Last price paid | 0.13 | |
Change | -13.33% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | -66.18% |
Year to date (YTD) | +8.33% |
1 month | +30.00% |
3 months | -23.53% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 37.25 |
Premium | 0.15% |
Premium p.a. | 0.43% |
Leverage | 9.62 |
Implied volatility | 0.30 |
ISIN | CH1268389967 |
Symbol | DUFN2Z |
Security | 126838996 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
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 | 19.09.2023 |
Premium | 14.82% |
Premium p.a. | 42.58% |
Leverage | 31.17 |
Implied volatility | 30.11% |
Moneyness | out-of-the-money |
Leverage | 9.6203 |
Delta | 0.3087 |
Gamma | 0.0055 |
Theta | -0.0009 |
Rho | 0.0034 |
Vega | 0.0074 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 41.15 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.99 |
LOGITECH INT. | 87.56 |
ROCHE GS | 234.80 |
UBS | 27.95 |
Swiss Re | 111.85 |
Name | Price |
---|---|
Nestlé SA | 93.88 |
KUEHNE & NAGEL | 244.00 |
Partners Group Ho... | 1'255.50 |
SWISSCOM N | 495.40 |
Holcim | 79.06 |