Last price paid | 0.94 | |
Change | +6.82% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.07.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 24.04.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +23.13% |
Year to date (YTD) | n.a. |
1 month | -24.19% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.80 |
Underlying price on issue | 131.08 |
Premium | 0.05% |
Premium p.a. | 0.07% |
Leverage | 4.88 |
Implied volatility | 0.29 |
ISIN | CH1305152121 |
Symbol | CFRC8Z |
Security | 130515212 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | CieFinRichemont N, CH0210483332 |
Underlying ISIN | CH0210483332 |
Strike | 130.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 17.04.2024 |
Premium | 4.98% |
Premium p.a. | 7.02% |
Leverage | 7.24 |
Implied volatility | 29.17% |
Moneyness | in-the-money |
Leverage | 4.8837 |
Delta | 0.6747 |
Gamma | 0.0005 |
Theta | -0.0010 |
Rho | 0.0220 |
Vega | 0.0210 |
Fair value | 0.36 |
Intrinsic value | n.a. |
Break-even | 149.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.78 |
Partners Group Ho... | 1'248.50 |
ROCHE GS | 255.50 |
Sika AG | 265.70 |
Holcim | 83.44 |
Name | Price |
---|---|
KUEHNE & NAGEL | 256.80 |
Lonza Group | 518.80 |
Swiss Life Hldg | 676.40 |
SONOVA HLDG N | 276.70 |
Givaudan | 4'370.00 |