Last price paid | 0.12 | |
Change | +9.09% [ +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 | 28.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -26.47% |
Year to date (YTD) | n.a. |
1 month | +33.33% |
3 months | -33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 134.83 |
Premium | 0.27% |
Premium p.a. | 0.45% |
Leverage | 9.49 |
Implied volatility | 0.28 |
ISIN | CH1305138914 |
Symbol | CFRXOZ |
Security | 130513891 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | CieFinRichemont N, CH0210483332 |
Underlying ISIN | CH0210483332 |
Strike | 180.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 21.02.2024 |
Premium | 26.91% |
Premium p.a. | 44.65% |
Leverage | 57.52 |
Implied volatility | 28.01% |
Moneyness | out-of-the-money |
Leverage | 9.4926 |
Delta | 0.1650 |
Gamma | 0.0004 |
Theta | -0.0008 |
Rho | 0.0057 |
Vega | 0.0138 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 182.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |