Last price paid | 0.055 | |
Change | -8.33% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 12.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -45.45% |
Year to date (YTD) | n.a. |
1 month | -42.11% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 25.58 |
Premium | 0.17% |
Premium p.a. | 0.27% |
Leverage | 5.37 |
Implied volatility | 0.35 |
ISIN | CH1305143039 |
Symbol | FRE88Z |
Security | 130514303 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Fresenius I, DE0005785604 |
Underlying ISIN | DE0005785604 |
Strike | 24.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 05.03.2024 |
Premium | 16.99% |
Premium p.a. | 26.97% |
Leverage | 22.60 |
Implied volatility | 34.61% |
Moneyness | out-of-the-money |
Leverage | 5.3722 |
Delta | -0.2377 |
Gamma | 0.0021 |
Theta | -0.0002 |
Rho | -0.0024 |
Vega | 0.0033 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 22.79 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 47.96 |
LOGITECH INT. | 83.14 |
Sika AG | 283.40 |
Partners Group Ho... | 1'263.00 |
Alcon AG | 80.30 |
Name | Price |
---|---|
SONOVA HLDG N | 279.90 |
Lonza Group | 520.40 |
Nestlé SA | 95.54 |
Swiss Re | 109.25 |
ZURICH INSURANCE | 468.70 |