Last price paid | 0.04 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 50'000.00 Unit | |
Date/time | 25.06.2024 17:15 |
Fixing | 20.09.2024 |
Settlement date | 26.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -92.73% |
Year to date (YTD) | -91.30% |
1 month | -33.33% |
3 months | -75.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.55 |
Underlying price on issue | 118.70 |
Premium | 0.24% |
Premium p.a. | 0.94% |
Leverage | 11.94 |
Implied volatility | 0.35 |
ISIN | CH1268389876 |
Symbol | CFRWWZ |
Security | 126838987 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | CieFinRichemont N, CH0210483332 |
Underlying ISIN | CH0210483332 |
Strike | 109.05 |
C/P type | put |
Subscription ratio | 19.83 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 19.82632 |
Value day | 19.09.2023 |
Premium | 23.85% |
Premium p.a. | 93.59% |
Leverage | 179.24 |
Implied volatility | 35.19% |
Moneyness | out-of-the-money |
Leverage | 11.9386 |
Delta | -0.0666 |
Gamma | 0.0003 |
Theta | -0.0010 |
Rho | -0.0013 |
Vega | 0.0046 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 108.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |