Last price paid | 1.08 | |
Change | -3.57% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 18.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 11.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +150.00% |
Year to date (YTD) | +170.00% |
1 month | -16.28% |
3 months | -12.20% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 110.28 |
Premium | 0.00% |
Premium p.a. | 0.06% |
Leverage | 6.32 |
Implied volatility | 0.57 |
ISIN | CH1281032818 |
Symbol | CFR4BZ |
Security | 128103281 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | CieFinRichemont N, CH0210483332 |
Underlying ISIN | CH0210483332 |
Strike | 120.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 04.10.2023 |
Premium | 0.18% |
Premium p.a. | 6.46% |
Leverage | 6.57 |
Implied volatility | 56.75% |
Moneyness | in-the-money |
Leverage | 6.3250 |
Delta | 0.9627 |
Gamma | 0.0003 |
Theta | -0.0028 |
Rho | 0.0016 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 141.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.16 |
Swiss Life Hldg | 647.40 |
KUEHNE & NAGEL | 258.90 |
Partners Group Ho... | 1'157.00 |
Swiss Re | 111.25 |
Name | Price |
---|---|
Compagnie Financi... | 141.25 |
NOVARTIS N | 93.15 |
Nestlé SA | 94.90 |
SONOVA HLDG N | 271.20 |
SWISSCOM N | 496.40 |