Last price paid | 0.58 | |
Change | -9.38% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | -4.55% |
Year to date (YTD) | n.a. |
1 month | +28.89% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.55 |
Underlying price on issue | 136.63 |
Premium | 0.13% |
Premium p.a. | 0.17% |
Leverage | 6.01 |
Implied volatility | 0.29 |
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 | 13.31% |
Premium p.a. | 17.10% |
Leverage | 13.49 |
Implied volatility | 28.96% |
Moneyness | out-of-the-money |
Leverage | 6.0057 |
Delta | 0.4452 |
Gamma | 0.0005 |
Theta | -0.0012 |
Rho | 0.0182 |
Vega | 0.0244 |
Fair value | 0.53 |
Intrinsic value | n.a. |
Break-even | 160.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.31 |
Swiss Life Hldg | 637.00 |
ABB Ltd | 50.20 |
ZURICH INSURANCE | 473.70 |
Givaudan | 4'315.00 |
Name | Price |
---|---|
Compagnie Financi... | 141.65 |
ROCHE GS | 244.20 |
NOVARTIS N | 93.78 |
Alcon AG | 79.46 |
Lonza Group | 475.60 |