Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.05.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -99.20% |
Year to date (YTD) | -75.00% |
1 month | -50.00% |
3 months | -88.89% |
1 year | -97.73% |
3 years | n.a. |
Issue price | 0.69 |
Underlying price on issue | 155.38 |
Premium | 0.17% |
Premium p.a. | 2.22% |
Leverage | 34.79 |
Implied volatility | 0.28 |
ISIN | CH1250735417 |
Symbol | CFRWOZ |
Security | 125073541 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | CieFinRichemont N, CH0210483332 |
Underlying ISIN | CH0210483332 |
Strike | 168.52 |
C/P type | call |
Subscription ratio | 19.83 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 19.82632 |
Value day | 19.05.2023 |
Premium | 17.07% |
Premium p.a. | 222.47% |
Leverage | 1'321.02 |
Implied volatility | 28.39% |
Moneyness | out-of-the-money |
Leverage | 34.7945 |
Delta | 0.0263 |
Gamma | 0.0003 |
Theta | -0.0006 |
Rho | 0.0001 |
Vega | 0.0012 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 168.63 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |