Last price paid | 0.27 | |
Change | +8.00% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 26.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -32.93% |
Year to date (YTD) | n.a. |
1 month | +8.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 195.95 |
Premium | 0.18% |
Premium p.a. | 0.21% |
Leverage | 9.72 |
Implied volatility | 0.20 |
ISIN | CH1305145984 |
Symbol | FHZICZ |
Security | 130514598 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Flughafen Zuerich N, CH0319416936 |
Underlying ISIN | CH0319416936 |
Strike | 218.49 |
C/P type | call |
Subscription ratio | 19.86 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 19.86255 |
Value day | 19.03.2024 |
Premium | 17.51% |
Premium p.a. | 21.23% |
Leverage | 34.89 |
Implied volatility | 20.06% |
Moneyness | out-of-the-money |
Leverage | 9.7239 |
Delta | 0.2787 |
Gamma | 0.0005 |
Theta | -0.0011 |
Rho | 0.0198 |
Vega | 0.0292 |
Fair value | 0.28 |
Intrinsic value | n.a. |
Break-even | 225.50 |
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 |