Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 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 | -93.14% |
Year to date (YTD) | -90.91% |
1 month | -71.43% |
3 months | -69.23% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 123.88 |
Premium | 0.18% |
Premium p.a. | 1.49% |
Leverage | 15.19 |
Implied volatility | 0.40 |
ISIN | CH1268384182 |
Symbol | CFROBZ |
Security | 126838418 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | CieFinRichemont N, CH0210483332 |
Underlying ISIN | CH0210483332 |
Strike | 114.00 |
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 | 22.08.2023 |
Premium | 17.56% |
Premium p.a. | 149.09% |
Leverage | 198.08 |
Implied volatility | 40.44% |
Moneyness | out-of-the-money |
Leverage | 15.1869 |
Delta | -0.0767 |
Gamma | 0.0004 |
Theta | -0.0016 |
Rho | -0.0007 |
Vega | 0.0034 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 113.31 |
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 |