Last price paid | 0.50 | |
Change | -10.71% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.06.2024 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 | +495.00% |
Year to date (YTD) | +488.24% |
1 month | +284.62% |
3 months | +66.67% |
1 year | +138.10% |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 85.16 |
Premium | 0.01% |
Premium p.a. | 0.09% |
Leverage | 6.90 |
Implied volatility | 0.42 |
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 | 0.68% |
Premium p.a. | 9.92% |
Leverage | 7.67 |
Implied volatility | 42.57% |
Moneyness | in-the-money |
Leverage | 6.8557 |
Delta | 0.8938 |
Gamma | 0.0006 |
Theta | -0.0020 |
Rho | 0.0024 |
Vega | 0.0022 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 114.88 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 492.30 |
Nestlé SA | 97.60 |
Givaudan | 4'263.00 |
SONOVA HLDG N | 285.80 |
ROCHE GS | 234.20 |
Name | Price |
---|---|
UBS | 27.82 |
Swiss Re | 111.55 |
ABB Ltd | 49.13 |
ZURICH INSURANCE | 470.30 |
GEBERIT N | 548.40 |