Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 29.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -92.31% |
Year to date (YTD) | -76.92% |
1 month | n.a. |
3 months | -50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 29.39 |
Premium | 0.10% |
Premium p.a. | 1.40% |
Leverage | 23.99 |
Implied volatility | 0.31 |
ISIN | CH1268384661 |
Symbol | FREZ0Z |
Security | 126838466 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Fresenius I, DE0005785604 |
Underlying ISIN | DE0005785604 |
Strike | 32.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 22.08.2023 |
Premium | 9.58% |
Premium p.a. | 139.81% |
Leverage | 143.86 |
Implied volatility | 31.20% |
Moneyness | out-of-the-money |
Leverage | 23.9927 |
Delta | 0.1668 |
Gamma | 0.0053 |
Theta | -0.0006 |
Rho | 0.0002 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 32.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.76 |
GEBERIT N | 555.40 |
ABB Ltd | 49.75 |
UBS | 28.68 |
SWISSCOM N | 501.50 |
Name | Price |
---|---|
Givaudan | 4'189.00 |
Partners Group Ho... | 1'196.00 |
NOVARTIS N | 92.71 |
LOGITECH INT. | 88.96 |
Swiss Re | 114.20 |