Last price paid | 0.075 | |
Change | +15.38% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 11.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -61.90% |
Year to date (YTD) | n.a. |
1 month | -31.82% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 142.23 |
Premium | 0.25% |
Premium p.a. | 0.68% |
Leverage | 11.43 |
Implied volatility | 0.31 |
ISIN | CH1305142320 |
Symbol | CFRGCZ |
Security | 130514232 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | CieFinRichemont N, CH0210483332 |
Underlying ISIN | CH0210483332 |
Strike | 170.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 04.03.2024 |
Premium | 24.85% |
Premium p.a. | 67.68% |
Leverage | 85.91 |
Implied volatility | 30.89% |
Moneyness | out-of-the-money |
Leverage | 11.4308 |
Delta | 0.1331 |
Gamma | 0.0004 |
Theta | -0.0010 |
Rho | 0.0027 |
Vega | 0.0089 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 171.60 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |