Last price paid | 0.17 | |
Change | +6.25% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 14.07.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +16.67% |
Year to date (YTD) | -15.00% |
1 month | +30.77% |
3 months | +78.95% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 24.64 |
Premium | 0.01% |
Premium p.a. | 0.21% |
Leverage | 6.81 |
Implied volatility | 0.49 |
ISIN | CH1268377509 |
Symbol | FRE21Z |
Security | 126837750 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Fresenius I, DE0005785604 |
Underlying ISIN | DE0005785604 |
Strike | 26.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 07.07.2023 |
Premium | 1.42% |
Premium p.a. | 20.68% |
Leverage | 8.14 |
Implied volatility | 49.14% |
Moneyness | in-the-money |
Leverage | 6.8058 |
Delta | 0.8360 |
Gamma | 0.0034 |
Theta | -0.0010 |
Rho | 0.0007 |
Vega | 0.0009 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 29.58 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 501.50 |
Nestlé SA | 96.18 |
ABB Ltd | 49.68 |
GEBERIT N | 552.40 |
KUEHNE & NAGEL | 256.00 |
Name | Price |
---|---|
LOGITECH INT. | 87.98 |
Swiss Re | 113.55 |
Givaudan | 4'215.00 |
NOVARTIS N | 92.94 |
Sika AG | 272.60 |