Last price paid | 0.27 | |
Change | +22.73% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.05.2024 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 | +25.00% |
Year to date (YTD) | +58.82% |
1 month | +50.00% |
3 months | +22.73% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 31.75 |
Premium | 0.01% |
Premium p.a. | 0.11% |
Leverage | 9.66 |
Implied volatility | 0.33 |
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 | 1.39% |
Premium p.a. | 11.00% |
Leverage | 13.90 |
Implied volatility | 33.19% |
Moneyness | in-the-money |
Leverage | 9.6591 |
Delta | 0.6950 |
Gamma | 0.0094 |
Theta | -0.0011 |
Rho | 0.0018 |
Vega | 0.0045 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 38.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 78.16 |
ABB Ltd | 47.81 |
Givaudan | 4'104.00 |
ROCHE GS | 227.80 |
Alcon AG | 74.34 |
Name | Price |
---|---|
Holcim | 78.26 |
Lonza Group | 516.40 |
Partners Group Ho... | 1'238.50 |
Swiss Re | 104.85 |
SONOVA HLDG N | 267.70 |