Last price paid | 0.93 | |
Change | +4.49% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | +87.00% |
Year to date (YTD) | +158.33% |
1 month | +89.80% |
3 months | -6.06% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.50 |
Underlying price on issue | 118.68 |
Premium | 0.02% |
Premium p.a. | 0.07% |
Leverage | 5.70 |
Implied volatility | 0.34 |
ISIN | CH1268389850 |
Symbol | CFR1YZ |
Security | 126838985 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | CieFinRichemont N, CH0210483332 |
Underlying ISIN | CH0210483332 |
Strike | 128.87 |
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 | 19.09.2023 |
Premium | 2.33% |
Premium p.a. | 7.15% |
Leverage | 7.77 |
Implied volatility | 33.73% |
Moneyness | in-the-money |
Leverage | 5.7026 |
Delta | 0.7339 |
Gamma | 0.0007 |
Theta | -0.0014 |
Rho | 0.0098 |
Vega | 0.0130 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 147.41 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |