Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 11.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -94.44% |
Year to date (YTD) | -86.84% |
1 month | n.a. |
3 months | -66.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 110.28 |
Premium | 0.28% |
Premium p.a. | 2.34% |
Leverage | 12.50 |
Implied volatility | 0.55 |
ISIN | CH1281032826 |
Symbol | CFRD6Z |
Security | 128103282 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | CieFinRichemont N, CH0210483332 |
Underlying ISIN | CH0210483332 |
Strike | 100.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 04.10.2023 |
Premium | 27.54% |
Premium p.a. | 233.75% |
Leverage | 343.63 |
Implied volatility | 54.76% |
Moneyness | out-of-the-money |
Leverage | 12.4995 |
Delta | -0.0364 |
Gamma | 0.0002 |
Theta | -0.0012 |
Rho | -0.0003 |
Vega | 0.0019 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 99.60 |
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 |