Last price paid | 0.045 | |
Change | -10.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 12.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -63.64% |
Year to date (YTD) | n.a. |
1 month | -35.71% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 25.58 |
Premium | 0.21% |
Premium p.a. | 0.35% |
Leverage | 6.12 |
Implied volatility | 0.35 |
ISIN | CH1305143039 |
Symbol | FRE88Z |
Security | 130514303 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Fresenius I, DE0005785604 |
Underlying ISIN | DE0005785604 |
Strike | 24.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 05.03.2024 |
Premium | 20.54% |
Premium p.a. | 34.54% |
Leverage | 35.56 |
Implied volatility | 34.77% |
Moneyness | out-of-the-money |
Leverage | 6.1170 |
Delta | -0.1720 |
Gamma | 0.0017 |
Theta | -0.0002 |
Rho | -0.0017 |
Vega | 0.0028 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 23.18 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 96.46 |
ABB Ltd | 49.79 |
ROCHE GS | 232.10 |
SWISSCOM N | 500.00 |
GEBERIT N | 552.20 |
Name | Price |
---|---|
LOGITECH INT. | 87.38 |
Swiss Re | 113.55 |
Sika AG | 270.90 |
SONOVA HLDG N | 283.00 |
Givaudan | 4'214.00 |