Last price paid | 0.08 | |
Change | -5.88% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 12.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +50.00% |
Year to date (YTD) | n.a. |
1 month | +23.08% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 25.58 |
Premium | 0.01% |
Premium p.a. | 0.19% |
Leverage | 12.30 |
Implied volatility | 0.29 |
ISIN | CH1305143013 |
Symbol | FRE0PZ |
Security | 130514301 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 05.03.2024 |
Premium | 1.30% |
Premium p.a. | 19.03% |
Leverage | 15.98 |
Implied volatility | 29.09% |
Moneyness | in-the-money |
Leverage | 12.2962 |
Delta | 0.7697 |
Gamma | 0.0069 |
Theta | -0.0008 |
Rho | 0.0007 |
Vega | 0.0011 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 29.84 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.84 |
GEBERIT N | 554.20 |
ABB Ltd | 49.68 |
SWISSCOM N | 501.00 |
UBS | 28.62 |
Name | Price |
---|---|
Givaudan | 4'185.00 |
Partners Group Ho... | 1'194.50 |
LOGITECH INT. | 88.96 |
NOVARTIS N | 92.73 |
Swiss Re | 114.20 |