Last price paid | 0.26 | |
Change | +23.81% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.09.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 27.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -51.82% |
Year to date (YTD) | n.a. |
1 month | -7.14% |
3 months | -46.94% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.55 |
Underlying price on issue | 136.63 |
Premium | 0.15% |
Premium p.a. | 0.31% |
Leverage | 8.56 |
Implied volatility | 0.28 |
ISIN | CH1305146776 |
Symbol | CFRSVZ |
Security | 130514677 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | CieFinRichemont N, CH0210483332 |
Underlying ISIN | CH0210483332 |
Strike | 150.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 20.03.2024 |
Premium | 15.34% |
Premium p.a. | 30.76% |
Leverage | 25.41 |
Implied volatility | 27.66% |
Moneyness | out-of-the-money |
Leverage | 8.5568 |
Delta | 0.3368 |
Gamma | 0.0007 |
Theta | -0.0014 |
Rho | 0.0100 |
Vega | 0.0174 |
Fair value | 0.27 |
Intrinsic value | n.a. |
Break-even | 155.30 |
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 |