Last price paid | 0.08 | |
Change | -5.88% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 07.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -35.71% |
Year to date (YTD) | n.a. |
1 month | -38.46% |
3 months | -46.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 26.24 |
Premium | 0.12% |
Premium p.a. | 0.19% |
Leverage | 5.02 |
Implied volatility | 0.33 |
ISIN | CH1305135431 |
Symbol | FREZGZ |
Security | 130513543 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Fresenius I, DE0005785604 |
Underlying ISIN | DE0005785604 |
Strike | 26.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 31.01.2024 |
Premium | 11.92% |
Premium p.a. | 18.91% |
Leverage | 15.07 |
Implied volatility | 32.77% |
Moneyness | out-of-the-money |
Leverage | 5.0206 |
Delta | -0.3331 |
Gamma | 0.0026 |
Theta | -0.0002 |
Rho | -0.0034 |
Vega | 0.0039 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 24.18 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.12 |
LOGITECH INT. | 83.22 |
Alcon AG | 80.54 |
NOVARTIS N | 93.74 |
Partners Group Ho... | 1'261.50 |
Name | Price |
---|---|
SONOVA HLDG N | 281.40 |
Lonza Group | 515.00 |
Compagnie Financi... | 142.65 |
KUEHNE & NAGEL | 245.00 |
Nestlé SA | 95.66 |