Last price paid | 1.18 | |
Change | -7.09% [ -0.09 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 20.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +108.33% |
Year to date (YTD) | +174.42% |
1 month | -12.59% |
3 months | -21.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.54 |
Underlying price on issue | 116.65 |
Premium | 0.00% |
Premium p.a. | 0.08% |
Leverage | 6.04 |
Implied volatility | 0.62 |
ISIN | CH1268388001 |
Symbol | CFR0HZ |
Security | 126838800 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | CieFinRichemont N, CH0210483332 |
Underlying ISIN | CH0210483332 |
Strike | 118.96 |
C/P type | call |
Subscription ratio | 19.83 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 19.82632 |
Value day | 13.09.2023 |
Premium | 0.22% |
Premium p.a. | 8.10% |
Leverage | 6.32 |
Implied volatility | 61.83% |
Moneyness | in-the-money |
Leverage | 6.0434 |
Delta | 0.9563 |
Gamma | 0.0003 |
Theta | -0.0034 |
Rho | 0.0016 |
Vega | 0.0011 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 141.26 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 479.40 |
Swiss Life Hldg | 646.20 |
ABB Ltd | 50.86 |
Sika AG | 256.50 |
Swiss Re | 111.05 |
Name | Price |
---|---|
Compagnie Financi... | 140.70 |
Nestlé SA | 94.68 |
NOVARTIS N | 93.38 |
SONOVA HLDG N | 271.60 |
Alcon AG | 78.60 |