Last price paid | 0.045 | |
Change | -10.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 17:20 |
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) | -90.22% |
1 month | -67.86% |
3 months | -67.86% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.55 |
Underlying price on issue | 118.70 |
Premium | 0.27% |
Premium p.a. | 0.91% |
Leverage | 10.85 |
Implied volatility | 0.37 |
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 | 26.81% |
Premium p.a. | 91.45% |
Leverage | 186.49 |
Implied volatility | 36.68% |
Moneyness | out-of-the-money |
Leverage | 10.8511 |
Delta | -0.0582 |
Gamma | 0.0002 |
Theta | -0.0009 |
Rho | -0.0014 |
Vega | 0.0047 |
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 |
---|---|
ABB Ltd | 51.52 |
Partners Group Ho... | 1'192.50 |
Holcim | 81.68 |
GEBERIT N | 557.00 |
Sika AG | 272.70 |
Name | Price |
---|---|
SWISSCOM N | 494.20 |
Lonza Group | 490.80 |
SONOVA HLDG N | 287.10 |
Givaudan | 4'360.00 |
KUEHNE & NAGEL | 260.40 |