Last price paid | 0.24 | |
Change | +4.35% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 05.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -12.50% |
Year to date (YTD) | n.a. |
1 month | +33.33% |
3 months | -42.86% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 128.60 |
Premium | 0.05% |
Premium p.a. | 0.46% |
Leverage | 12.91 |
Implied volatility | 0.32 |
ISIN | CH1305134012 |
Symbol | CFRODZ |
Security | 130513401 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | CieFinRichemont N, CH0210483332 |
Underlying ISIN | CH0210483332 |
Strike | 140.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 29.01.2024 |
Premium | 5.42% |
Premium p.a. | 46.01% |
Leverage | 28.05 |
Implied volatility | 31.56% |
Moneyness | out-of-the-money |
Leverage | 12.9080 |
Delta | 0.4602 |
Gamma | 0.0013 |
Theta | -0.0036 |
Rho | 0.0034 |
Vega | 0.0094 |
Fair value | 0.25 |
Intrinsic value | n.a. |
Break-even | 144.90 |
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 |