Last price paid | 0.46 | |
Change | -8.00% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -19.83% |
Year to date (YTD) | -41.77% |
1 month | -24.59% |
3 months | -14.81% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.58 |
Underlying price on issue | 38.70 |
Premium | 0.01% |
Premium p.a. | 0.06% |
Leverage | 6.60 |
Implied volatility | 0.35 |
ISIN | CH1268374886 |
Symbol | DUF4CZ |
Security | 126837488 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Avolta N, CH0023405456 |
Underlying ISIN | CH0023405456 |
Strike | 40.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 21.06.2023 |
Premium | 0.53% |
Premium p.a. | 6.29% |
Leverage | 7.64 |
Implied volatility | 34.95% |
Moneyness | in-the-money |
Leverage | 6.5995 |
Delta | -0.8635 |
Gamma | 0.0060 |
Theta | -0.0011 |
Rho | -0.0030 |
Vega | 0.0023 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 35.35 |
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 |