Last price paid | 0.45 | |
Change | -19.64% [ -0.11 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 05.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +58.93% |
Year to date (YTD) | n.a. |
1 month | +114.29% |
3 months | -25.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 128.60 |
Premium | 0.00% |
Premium p.a. | 0.10% |
Leverage | 14.28 |
Implied volatility | 0.25 |
ISIN | CH1305134012 |
Symbol | CFRODZ |
Security | 130513401 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | CieFinRichemont N, CH0210483332 |
Underlying ISIN | CH0210483332 |
Strike | 140.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 29.01.2024 |
Premium | 0.47% |
Premium p.a. | 9.58% |
Leverage | 16.65 |
Implied volatility | 24.75% |
Moneyness | in-the-money |
Leverage | 14.2814 |
Delta | 0.8577 |
Gamma | 0.0014 |
Theta | -0.0028 |
Rho | 0.0029 |
Vega | 0.0037 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 148.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'362.00 |
Holcim | 80.46 |
GEBERIT N | 551.80 |
Lonza Group | 501.00 |
ABB Ltd | 50.36 |
Name | Price |
---|---|
Nestlé SA | 95.60 |
UBS | 28.03 |
Swiss Re | 112.25 |
ROCHE GS | 239.70 |
Compagnie Financi... | 148.55 |