Last price paid | 0.32 | |
Change | +6.67% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 25.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -41.96% |
Year to date (YTD) | n.a. |
1 month | -51.52% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.56 |
Underlying price on issue | 142.80 |
Premium | 0.09% |
Premium p.a. | 0.30% |
Leverage | 8.76 |
Implied volatility | 0.27 |
ISIN | CH1305145273 |
Symbol | CFR8MZ |
Security | 130514527 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | CieFinRichemont N, CH0210483332 |
Underlying ISIN | CH0210483332 |
Strike | 140.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 18.03.2024 |
Premium | 8.59% |
Premium p.a. | 29.59% |
Leverage | 22.47 |
Implied volatility | 27.36% |
Moneyness | out-of-the-money |
Leverage | 8.7551 |
Delta | -0.3896 |
Gamma | 0.0009 |
Theta | -0.0023 |
Rho | -0.0092 |
Vega | 0.0149 |
Fair value | 0.33 |
Intrinsic value | n.a. |
Break-even | 133.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 245.80 |
SWISSCOM N | 495.80 |
LOGITECH INT. | 91.16 |
Nestlé SA | 95.10 |
Swiss Life Hldg | 635.20 |
Name | Price |
---|---|
Sika AG | 263.00 |
UBS | 27.21 |
Compagnie Financi... | 146.05 |
ABB Ltd | 50.68 |
SONOVA HLDG N | 281.00 |