Last price paid | 0.33 | |
Change | +10.00% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.07.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 11.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -44.17% |
Year to date (YTD) | n.a. |
1 month | -38.89% |
3 months | -5.71% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.60 |
Underlying price on issue | 142.23 |
Premium | 0.11% |
Premium p.a. | 0.22% |
Leverage | 8.20 |
Implied volatility | 0.27 |
ISIN | CH1305142379 |
Symbol | CFRGGZ |
Security | 130514237 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | CieFinRichemont N, CH0210483332 |
Underlying ISIN | CH0210483332 |
Strike | 150.00 |
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 | 10.86% |
Premium p.a. | 22.14% |
Leverage | 21.10 |
Implied volatility | 27.48% |
Moneyness | out-of-the-money |
Leverage | 8.1955 |
Delta | 0.3885 |
Gamma | 0.0007 |
Theta | -0.0013 |
Rho | 0.0101 |
Vega | 0.0187 |
Fair value | 0.34 |
Intrinsic value | n.a. |
Break-even | 156.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 552.60 |
Lonza Group | 520.60 |
Alcon AG | 80.80 |
Holcim | 82.42 |
Compagnie Financi... | 141.35 |
Name | Price |
---|---|
Swiss Life Hldg | 677.60 |
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 81.82 |
SWISSCOM N | 525.50 |
Swiss Re | 110.60 |