Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 25.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -93.24% |
Year to date (YTD) | n.a. |
1 month | -93.18% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 142.80 |
Premium | 0.06% |
Premium p.a. | 1.34% |
Leverage | 39.78 |
Implied volatility | 0.24 |
ISIN | CH1305145232 |
Symbol | CFRKWZ |
Security | 130514523 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 5.52% |
Premium p.a. | 134.32% |
Leverage | 295.30 |
Implied volatility | 24.40% |
Moneyness | out-of-the-money |
Leverage | 39.7826 |
Delta | -0.1347 |
Gamma | 0.0015 |
Theta | -0.0026 |
Rho | -0.0004 |
Vega | 0.0032 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 139.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 82.70 |
ROCHE GS | 244.50 |
LOGITECH INT. | 91.28 |
ABB Ltd | 51.60 |
Holcim | 82.00 |
Name | Price |
---|---|
Sika AG | 262.50 |
GEBERIT N | 547.40 |
SONOVA HLDG N | 278.20 |
UBS | 27.61 |
Compagnie Financi... | 147.45 |