Last price paid | 0.13 | |
Change | -7.14% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.10.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -71.59% |
Year to date (YTD) | -58.06% |
1 month | -27.78% |
3 months | -31.58% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.44 |
Underlying price on issue | 31.75 |
Premium | 0.13% |
Premium p.a. | 0.40% |
Leverage | 7.40 |
Implied volatility | 0.35 |
ISIN | CH1281035068 |
Symbol | DUF36Z |
Security | 128103506 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Avolta N, CH0023405456 |
Underlying ISIN | CH0023405456 |
Strike | 32.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 19.10.2023 |
Premium | 13.38% |
Premium p.a. | 40.03% |
Leverage | 28.40 |
Implied volatility | 34.78% |
Moneyness | out-of-the-money |
Leverage | 7.4016 |
Delta | -0.2606 |
Gamma | 0.0045 |
Theta | -0.0009 |
Rho | -0.0035 |
Vega | 0.0067 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 30.75 |
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 |