Last price paid | 0.055 | |
Change | -26.67% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 12.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -33.33% |
Year to date (YTD) | n.a. |
1 month | +22.22% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 25.58 |
Premium | 0.05% |
Premium p.a. | 0.52% |
Leverage | 14.73 |
Implied volatility | 0.30 |
ISIN | CH1305143013 |
Symbol | FRE0PZ |
Security | 130514301 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Fresenius I, DE0005785604 |
Underlying ISIN | DE0005785604 |
Strike | 28.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 05.03.2024 |
Premium | 5.41% |
Premium p.a. | 52.00% |
Leverage | 33.76 |
Implied volatility | 30.00% |
Moneyness | out-of-the-money |
Leverage | 14.7266 |
Delta | 0.4362 |
Gamma | 0.0075 |
Theta | -0.0007 |
Rho | 0.0006 |
Vega | 0.0017 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 28.81 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 47.97 |
LOGITECH INT. | 83.14 |
Sika AG | 283.40 |
Alcon AG | 80.50 |
Partners Group Ho... | 1'263.00 |
Name | Price |
---|---|
SONOVA HLDG N | 281.30 |
Lonza Group | 521.00 |
Nestlé SA | 95.62 |
Swiss Re | 109.50 |
UBS | 27.39 |