Last price paid | 0.045 | |
Change | -75.00% [ -0.14 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 12.03.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -93.44% |
Year to date (YTD) | n.a. |
1 month | -79.55% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.61 |
Underlying price on issue | 311.13 |
Premium | 0.60% |
Premium p.a. | 0.91% |
Leverage | 8.52 |
Implied volatility | 0.35 |
ISIN | CH1305142734 |
Symbol | CRM47Z |
Security | 130514273 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Salesforce.com Rg, US79466L3024 |
Underlying ISIN | US79466L3024 |
Strike | 350.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 05.03.2024 |
Premium | 59.77% |
Premium p.a. | 90.52% |
Leverage | 99.54 |
Implied volatility | 35.14% |
Moneyness | out-of-the-money |
Leverage | 8.5162 |
Delta | 0.0856 |
Gamma | 0.0001 |
Theta | -0.0004 |
Rho | 0.0020 |
Vega | 0.0050 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 352.21 |
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 |