Last price paid | 0.36 | |
Change | -5.26% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 25.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -64.86% |
Year to date (YTD) | n.a. |
1 month | -51.35% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 142.80 |
Premium | 0.06% |
Premium p.a. | 0.48% |
Leverage | 17.18 |
Implied volatility | 0.26 |
ISIN | CH1305145232 |
Symbol | CFRKWZ |
Security | 130514523 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | CieFinRichemont N, CH0210483332 |
Underlying ISIN | CH0210483332 |
Strike | 140.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 18.03.2024 |
Premium | 5.57% |
Premium p.a. | 48.38% |
Leverage | 55.96 |
Implied volatility | 25.64% |
Moneyness | out-of-the-money |
Leverage | 17.1822 |
Delta | -0.3070 |
Gamma | 0.0014 |
Theta | -0.0026 |
Rho | -0.0027 |
Vega | 0.0087 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 137.40 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.95 |
Swiss Re | 109.85 |
LOGITECH INT. | 82.62 |
NOVARTIS N | 93.71 |
ROCHE GS | 237.10 |
Name | Price |
---|---|
Partners Group Ho... | 1'259.50 |
ABB Ltd | 47.06 |
Alcon AG | 80.16 |
GEBERIT N | 561.40 |
SONOVA HLDG N | 295.70 |