Last price paid | 0.025 | |
Change | +25.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 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 | -72.73% |
Year to date (YTD) | -75.00% |
1 month | -28.57% |
3 months | -28.57% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 25.76 |
Premium | 0.05% |
Premium p.a. | 0.57% |
Leverage | 19.18 |
Implied volatility | 0.27 |
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 | 4.71% |
Premium p.a. | 57.28% |
Leverage | 48.22 |
Implied volatility | 26.74% |
Moneyness | out-of-the-money |
Leverage | 19.1784 |
Delta | 0.3977 |
Gamma | 0.0087 |
Theta | -0.0008 |
Rho | 0.0004 |
Vega | 0.0016 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 30.61 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.40 |
Givaudan | 4'235.00 |
ZURICH INSURANCE | 469.10 |
SWISSCOM N | 492.00 |
ROCHE GS | 228.70 |
Name | Price |
---|---|
Lonza Group | 485.70 |
UBS | 27.97 |
Compagnie Financi... | 142.35 |
Partners Group Ho... | 1'197.50 |
GEBERIT N | 556.60 |