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 | +18.13% |
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. | 0.08% |
Leverage | 4.94 |
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 | 5.34% |
Premium p.a. | 7.53% |
Leverage | 7.48 |
Implied volatility | 29.28% |
Moneyness | in-the-money |
Leverage | 4.9441 |
Delta | 0.6611 |
Gamma | 0.0005 |
Theta | -0.0011 |
Rho | 0.0216 |
Vega | 0.0212 |
Fair value | 0.38 |
Intrinsic value | n.a. |
Break-even | 148.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 100.34 |
ROCHE GS | 254.10 |
UBS | 27.92 |
SWISSCOM N | 528.50 |
ABB Ltd | 51.06 |
Name | Price |
---|---|
KUEHNE & NAGEL | 256.30 |
Swiss Life Hldg | 673.80 |
Givaudan | 4'340.00 |
SONOVA HLDG N | 276.00 |
LOGITECH INT. | 81.60 |