Last price paid | 1.00 | |
Change | +3.09% [ +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 | 20.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +86.11% |
Year to date (YTD) | +132.56% |
1 month | +42.86% |
3 months | -8.26% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.54 |
Underlying price on issue | 116.65 |
Premium | 0.01% |
Premium p.a. | 0.09% |
Leverage | 6.03 |
Implied volatility | 0.39 |
ISIN | CH1268388001 |
Symbol | CFR0HZ |
Security | 126838800 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | CieFinRichemont N, CH0210483332 |
Underlying ISIN | CH0210483332 |
Strike | 118.96 |
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 | 13.09.2023 |
Premium | 1.04% |
Premium p.a. | 8.85% |
Leverage | 6.90 |
Implied volatility | 39.44% |
Moneyness | in-the-money |
Leverage | 6.0304 |
Delta | 0.8742 |
Gamma | 0.0006 |
Theta | -0.0025 |
Rho | 0.0060 |
Vega | 0.0049 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 138.88 |
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 |