Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 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 | -68.18% |
Year to date (YTD) | -60.00% |
1 month | n.a. |
3 months | +33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 25.76 |
Premium | 0.02% |
Premium p.a. | 0.38% |
Leverage | 23.49 |
Implied volatility | 0.23 |
ISIN | CH1268369274 |
Symbol | FREPFZ |
Security | 126836927 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Fresenius I, DE0005785604 |
Underlying ISIN | DE0005785604 |
Strike | 30.00 |
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 | 1.88% |
Premium p.a. | 38.08% |
Leverage | 41.52 |
Implied volatility | 22.99% |
Moneyness | in-the-money |
Leverage | 23.4893 |
Delta | 0.5657 |
Gamma | 0.0132 |
Theta | -0.0009 |
Rho | 0.0004 |
Vega | 0.0013 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 30.73 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'362.00 |
Holcim | 80.46 |
GEBERIT N | 551.80 |
Lonza Group | 501.00 |
ABB Ltd | 50.36 |
Name | Price |
---|---|
Nestlé SA | 95.60 |
UBS | 28.03 |
Swiss Re | 112.25 |
ROCHE GS | 239.70 |
Compagnie Financi... | 148.55 |