Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 19.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -91.67% |
Year to date (YTD) | -71.43% |
1 month | -60.00% |
3 months | -76.47% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 25.76 |
Premium | 0.12% |
Premium p.a. | 1.74% |
Leverage | 14.73 |
Implied volatility | 0.47 |
ISIN | CH1268369266 |
Symbol | FREXDZ |
Security | 126836926 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Fresenius I, DE0005785604 |
Underlying ISIN | DE0005785604 |
Strike | 26.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 12.06.2023 |
Premium | 11.92% |
Premium p.a. | 174.02% |
Leverage | 95.04 |
Implied volatility | 47.07% |
Moneyness | out-of-the-money |
Leverage | 14.7269 |
Delta | -0.1550 |
Gamma | 0.0034 |
Theta | -0.0008 |
Rho | -0.0002 |
Vega | 0.0009 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 25.69 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 96.14 |
ABB Ltd | 49.63 |
SWISSCOM N | 500.50 |
ROCHE GS | 231.40 |
KUEHNE & NAGEL | 255.90 |
Name | Price |
---|---|
LOGITECH INT. | 87.70 |
Swiss Re | 113.35 |
Givaudan | 4'212.00 |
Alcon AG | 79.98 |
NOVARTIS N | 92.80 |