Last price paid | 0.67 | |
Change | -4.29% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.05.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -21.76% |
Year to date (YTD) | -61.05% |
1 month | -39.64% |
3 months | -21.18% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.85 |
Underlying price on issue | 155.38 |
Premium | 0.01% |
Premium p.a. | 0.12% |
Leverage | 7.75 |
Implied volatility | 0.32 |
ISIN | CH1250735342 |
Symbol | CFRIAZ |
Security | 125073534 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | CieFinRichemont N, CH0210483332 |
Underlying ISIN | CH0210483332 |
Strike | 148.70 |
C/P type | put |
Subscription ratio | 19.83 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 19.82632 |
Value day | 19.05.2023 |
Premium | 1.41% |
Premium p.a. | 11.96% |
Leverage | 10.43 |
Implied volatility | 31.68% |
Moneyness | in-the-money |
Leverage | 7.7462 |
Delta | -0.7430 |
Gamma | 0.0011 |
Theta | -0.0026 |
Rho | -0.0069 |
Vega | 0.0077 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 135.51 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |