Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.09.2024 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 | -95.80% |
Year to date (YTD) | -90.00% |
1 month | -50.00% |
3 months | -95.31% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 118.70 |
Premium | 0.30% |
Premium p.a. | 15.58% |
Leverage | 19.28 |
Implied volatility | 1.00 |
ISIN | CH1268389868 |
Symbol | CFRPZZ |
Security | 126838986 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | CieFinRichemont N, CH0210483332 |
Underlying ISIN | CH0210483332 |
Strike | 148.70 |
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 | 29.88% |
Premium p.a. | 1557.97% |
Leverage | 550.73 |
Implied volatility | 99.67% |
Moneyness | out-of-the-money |
Leverage | 19.2807 |
Delta | 0.0350 |
Gamma | 0.0002 |
Theta | -0.0040 |
Rho | 0.0000 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 148.91 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.20 |
SONOVA HLDG N | 304.10 |
Sika AG | 281.80 |
Alcon AG | 84.42 |
ROCHE GS | 272.50 |
Name | Price |
---|---|
Holcim | 83.80 |
ABB Ltd | 49.70 |
Lonza Group | 538.40 |
Swiss Re | 117.30 |
ZURICH INSURANCE | 514.00 |