Last price paid | 0.13 | |
Change | -13.33% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.06.2024 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 | -63.24% |
Year to date (YTD) | +8.33% |
1 month | +30.00% |
3 months | +8.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 37.25 |
Premium | 0.13% |
Premium p.a. | 0.40% |
Leverage | 9.89 |
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 | 12.64% |
Premium p.a. | 40.48% |
Leverage | 29.30 |
Implied volatility | 29.78% |
Moneyness | out-of-the-money |
Leverage | 9.8896 |
Delta | 0.3376 |
Gamma | 0.0060 |
Theta | -0.0010 |
Rho | 0.0035 |
Vega | 0.0075 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 41.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 266.30 |
ABB Ltd | 50.22 |
LOGITECH INT. | 89.00 |
Compagnie Financi... | 146.80 |
NOVARTIS N | 94.50 |
Name | Price |
---|---|
Nestlé SA | 97.72 |
UBS | 27.95 |
GEBERIT N | 552.80 |
ROCHE GS | 236.10 |
SWISSCOM N | 507.00 |