Last price paid | 0.18 | |
Change | +5.88% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 07.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +25.00% |
Year to date (YTD) | n.a. |
1 month | +20.00% |
3 months | +50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 26.24 |
Premium | 0.09% |
Premium p.a. | 0.15% |
Leverage | 5.24 |
Implied volatility | 0.30 |
ISIN | CH1305135464 |
Symbol | FRE54Z |
Security | 130513546 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Fresenius I, DE0005785604 |
Underlying ISIN | DE0005785604 |
Strike | 28.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 31.01.2024 |
Premium | 8.93% |
Premium p.a. | 14.68% |
Leverage | 8.19 |
Implied volatility | 30.47% |
Moneyness | in-the-money |
Leverage | 5.2375 |
Delta | 0.6395 |
Gamma | 0.0027 |
Theta | -0.0004 |
Rho | 0.0045 |
Vega | 0.0042 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 31.53 |
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 | 4'236.00 |
ROCHE GS | 229.50 |
ZURICH INSURANCE | 469.90 |
Sika AG | 276.70 |
Name | Price |
---|---|
Lonza Group | 484.30 |
UBS | 28.05 |
Partners Group Ho... | 1'195.50 |
GEBERIT N | 556.80 |
Holcim | 79.26 |