Last price paid | 0.87 | |
Change | +50.00% [ +0.29 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 29.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +53.51% |
Year to date (YTD) | +132.00% |
1 month | +48.72% |
3 months | -20.55% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.57 |
Underlying price on issue | 123.88 |
Premium | 0.01% |
Premium p.a. | 0.09% |
Leverage | 7.17 |
Implied volatility | 0.34 |
ISIN | CH1268384166 |
Symbol | CFRK4Z |
Security | 126838416 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | CieFinRichemont N, CH0210483332 |
Underlying ISIN | CH0210483332 |
Strike | 128.87 |
C/P type | call |
Subscription ratio | 19.83 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 19.82632 |
Value day | 22.08.2023 |
Premium | 1.02% |
Premium p.a. | 8.82% |
Leverage | 8.34 |
Implied volatility | 34.00% |
Moneyness | in-the-money |
Leverage | 7.1712 |
Delta | 0.8595 |
Gamma | 0.0007 |
Theta | -0.0024 |
Rho | 0.0062 |
Vega | 0.0055 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 146.22 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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