Last price paid | 0.54 | |
Change | +17.39% [ +0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 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 | -6.36% |
Year to date (YTD) | n.a. |
1 month | -3.57% |
3 months | +5.88% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.55 |
Underlying price on issue | 136.63 |
Premium | 0.12% |
Premium p.a. | 0.16% |
Leverage | 6.31 |
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 | 12.27% |
Premium p.a. | 16.29% |
Leverage | 14.12 |
Implied volatility | 27.75% |
Moneyness | out-of-the-money |
Leverage | 6.3098 |
Delta | 0.4469 |
Gamma | 0.0006 |
Theta | -0.0011 |
Rho | 0.0178 |
Vega | 0.0241 |
Fair value | 0.51 |
Intrinsic value | n.a. |
Break-even | 160.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 494.20 |
KUEHNE & NAGEL | 263.10 |
Sika AG | 260.60 |
SONOVA HLDG N | 274.30 |
NOVARTIS N | 96.33 |
Name | Price |
---|---|
Compagnie Financi... | 142.75 |
SWISSCOM N | 502.00 |
ZURICH INSURANCE | 482.20 |
Nestlé SA | 93.36 |
ROCHE GS | 252.00 |