Last price paid | 0.11 | |
Change | +10.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -52.27% |
Year to date (YTD) | -35.29% |
1 month | +10.00% |
3 months | -52.17% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 31.75 |
Premium | 0.04% |
Premium p.a. | 0.50% |
Leverage | 15.72 |
Implied volatility | 0.30 |
ISIN | CH1281035050 |
Symbol | DUFU6Z |
Security | 128103505 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Avolta N, CH0023405456 |
Underlying ISIN | CH0023405456 |
Strike | 36.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 19.10.2023 |
Premium | 4.25% |
Premium p.a. | 50.03% |
Leverage | 33.85 |
Implied volatility | 30.01% |
Moneyness | out-of-the-money |
Leverage | 15.7186 |
Delta | 0.4644 |
Gamma | 0.0128 |
Theta | -0.0021 |
Rho | 0.0013 |
Vega | 0.0041 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 37.05 |
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 |