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. | 0.11% |
Leverage | 7.37 |
Implied volatility | 0.39 |
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 | 0.73% |
Premium p.a. | 10.64% |
Leverage | 8.19 |
Implied volatility | 38.60% |
Moneyness | in-the-money |
Leverage | 7.3740 |
Delta | 0.8999 |
Gamma | 0.0030 |
Theta | -0.0006 |
Rho | 0.0008 |
Vega | 0.0007 |
Fair value | 0.01 |
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 |
---|---|
ABB Ltd | 49.79 |
SWISSCOM N | 502.00 |
Nestlé SA | 96.24 |
GEBERIT N | 554.00 |
Holcim | 79.28 |
Name | Price |
---|---|
LOGITECH INT. | 88.34 |
Swiss Re | 113.60 |
Givaudan | 4'218.00 |
Swiss Life Hldg | 627.00 |
NOVARTIS N | 93.06 |