Last price paid | 0.50 | |
Change | -1.96% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.12.2022 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +395.00% |
Year to date (YTD) | +488.24% |
1 month | +284.62% |
3 months | +78.57% |
1 year | +177.78% |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 85.16 |
Premium | 0.01% |
Premium p.a. | 0.06% |
Leverage | 8.18 |
Implied volatility | 0.30 |
ISIN | CH1235745812 |
Symbol | SRELOZ |
Security | 123574581 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 100.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 25 |
Value day | 05.12.2022 |
Premium | 0.51% |
Premium p.a. | 6.06% |
Leverage | 9.03 |
Implied volatility | 30.43% |
Moneyness | in-the-money |
Leverage | 8.1796 |
Delta | 0.9054 |
Gamma | 0.0007 |
Theta | -0.0012 |
Rho | 0.0030 |
Vega | 0.0022 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 112.38 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |