Last price paid | 0.28 | |
Change | +3.70% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.06.2024 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 | +1.79% |
Year to date (YTD) | n.a. |
1 month | +86.67% |
3 months | -48.15% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 128.60 |
Premium | 0.01% |
Premium p.a. | 0.17% |
Leverage | 17.91 |
Implied volatility | 0.22 |
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 | 1.15% |
Premium p.a. | 17.42% |
Leverage | 25.27 |
Implied volatility | 21.91% |
Moneyness | in-the-money |
Leverage | 17.9087 |
Delta | 0.7086 |
Gamma | 0.0021 |
Theta | -0.0031 |
Rho | 0.0032 |
Vega | 0.0063 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 145.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 492.30 |
Nestlé SA | 97.60 |
Givaudan | 4'263.00 |
SONOVA HLDG N | 285.80 |
ROCHE GS | 234.20 |
Name | Price |
---|---|
UBS | 27.82 |
Swiss Re | 111.55 |
ABB Ltd | 49.13 |
ZURICH INSURANCE | 470.30 |
GEBERIT N | 548.40 |