Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.03.2024 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 | -83.33% |
Year to date (YTD) | -62.50% |
1 month | n.a. |
3 months | -70.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 25.76 |
Premium | 0.21% |
Premium p.a. | 2.57% |
Leverage | 15.70 |
Implied volatility | 0.49 |
ISIN | CH1268369282 |
Symbol | FRES2Z |
Security | 126836928 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Fresenius I, DE0005785604 |
Underlying ISIN | DE0005785604 |
Strike | 35.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 12.06.2023 |
Premium | 21.09% |
Premium p.a. | 256.65% |
Leverage | 143.81 |
Implied volatility | 48.90% |
Moneyness | out-of-the-money |
Leverage | 15.7045 |
Delta | 0.1092 |
Gamma | 0.0023 |
Theta | -0.0006 |
Rho | 0.0001 |
Vega | 0.0008 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 35.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.15 |
Givaudan | 4'238.00 |
ZURICH INSURANCE | 469.60 |
ABB Ltd | 49.63 |
Nestlé SA | 91.64 |
Name | Price |
---|---|
Lonza Group | 486.30 |
UBS | 27.97 |
Partners Group Ho... | 1'193.00 |
Compagnie Financi... | 142.40 |
GEBERIT N | 555.20 |