Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.09.2024 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 | -91.67% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -25.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 311.14 |
Premium | 0.63% |
Premium p.a. | 1.88% |
Leverage | 11.17 |
Implied volatility | 0.42 |
ISIN | CH1305142809 |
Symbol | CRMBOZ |
Security | 130514280 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Salesforce.com Rg, US79466L3024 |
Underlying ISIN | US79466L3024 |
Strike | 450.00 |
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 | 62.95% |
Premium p.a. | 188.32% |
Leverage | 310.97 |
Implied volatility | 42.45% |
Moneyness | out-of-the-money |
Leverage | 11.1727 |
Delta | 0.0359 |
Gamma | 0.0000 |
Theta | -0.0004 |
Rho | 0.0005 |
Vega | 0.0021 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 450.89 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |