Last price paid | 0.02 | |
Change | +33.33% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 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 | -92.19% |
Year to date (YTD) | -60.00% |
1 month | -33.33% |
3 months | -63.64% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 38.70 |
Premium | 0.18% |
Premium p.a. | 1.56% |
Leverage | 17.29 |
Implied volatility | 0.37 |
ISIN | CH1268374993 |
Symbol | DUFDDZ |
Security | 126837499 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Avolta N, CH0023405456 |
Underlying ISIN | CH0023405456 |
Strike | 44.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 21.06.2023 |
Premium | 18.00% |
Premium p.a. | 156.43% |
Leverage | 150.00 |
Implied volatility | 36.93% |
Moneyness | out-of-the-money |
Leverage | 17.2859 |
Delta | 0.1152 |
Gamma | 0.0041 |
Theta | -0.0011 |
Rho | 0.0005 |
Vega | 0.0025 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 44.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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