Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 06.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.81% |
Year to date (YTD) | -90.00% |
1 month | -65.00% |
3 months | -68.18% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.47 |
Underlying price on issue | 110.28 |
Premium | 0.24% |
Premium p.a. | 2.08% |
Leverage | 15.68 |
Implied volatility | 0.46 |
ISIN | CH1281045596 |
Symbol | CFRMZZ |
Security | 128104559 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | CieFinRichemont N, CH0210483332 |
Underlying ISIN | CH0210483332 |
Strike | 110.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 29.11.2023 |
Premium | 23.98% |
Premium p.a. | 208.38% |
Leverage | 481.00 |
Implied volatility | 45.53% |
Moneyness | out-of-the-money |
Leverage | 15.6814 |
Delta | -0.0326 |
Gamma | 0.0002 |
Theta | -0.0009 |
Rho | -0.0003 |
Vega | 0.0018 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 109.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.90 |
Swiss Re | 109.75 |
LOGITECH INT. | 82.68 |
NOVARTIS N | 93.70 |
ROCHE GS | 236.80 |
Name | Price |
---|---|
Partners Group Ho... | 1'257.00 |
Alcon AG | 79.86 |
ABB Ltd | 47.06 |
GEBERIT N | 560.80 |
KUEHNE & NAGEL | 249.40 |