Last price paid | 0.015 | |
Change | -40.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 18.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 12.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.69% |
Year to date (YTD) | -82.35% |
1 month | -92.11% |
3 months | -95.16% |
1 year | -98.42% |
3 years | n.a. |
Issue price | 0.80 |
Underlying price on issue | 145.03 |
Premium | 0.08% |
Premium p.a. | 4.18% |
Leverage | 46.85 |
Implied volatility | 0.36 |
ISIN | CH1268367674 |
Symbol | CFRTJZ |
Security | 126836767 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | CieFinRichemont N, CH0210483332 |
Underlying ISIN | CH0210483332 |
Strike | 148.70 |
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 | 05.06.2023 |
Premium | 8.02% |
Premium p.a. | 418.20% |
Leverage | 662.18 |
Implied volatility | 36.22% |
Moneyness | out-of-the-money |
Leverage | 46.8538 |
Delta | 0.0708 |
Gamma | 0.0010 |
Theta | -0.0032 |
Rho | 0.0001 |
Vega | 0.0013 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 148.91 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |