Last price paid | 0.33 | |
Change | +13.79% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 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 | -8.93% |
Year to date (YTD) | n.a. |
1 month | +106.25% |
3 months | -21.43% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 128.60 |
Premium | 0.02% |
Premium p.a. | 0.25% |
Leverage | 17.02 |
Implied volatility | 0.24 |
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 | 2.04% |
Premium p.a. | 24.81% |
Leverage | 27.88 |
Implied volatility | 23.57% |
Moneyness | in-the-money |
Leverage | 17.0238 |
Delta | 0.6106 |
Gamma | 0.0020 |
Theta | -0.0033 |
Rho | 0.0034 |
Vega | 0.0078 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 145.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.20 |
Givaudan | 4'241.00 |
Nestlé SA | 91.68 |
ZURICH INSURANCE | 468.90 |
ABB Ltd | 49.59 |
Name | Price |
---|---|
Lonza Group | 486.10 |
UBS | 27.98 |
Partners Group Ho... | 1'193.00 |
Compagnie Financi... | 142.20 |
GEBERIT N | 555.20 |