Last price paid | 0.56 | |
Change | -6.67% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.06.2024 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 | +415.00% |
Year to date (YTD) | +558.82% |
1 month | +330.77% |
3 months | +86.67% |
1 year | +166.67% |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 85.16 |
Premium | 0.01% |
Premium p.a. | 0.08% |
Leverage | 7.89 |
Implied volatility | 0.36 |
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. | 7.79% |
Leverage | 8.72 |
Implied volatility | 36.07% |
Moneyness | in-the-money |
Leverage | 7.8901 |
Delta | 0.9046 |
Gamma | 0.0007 |
Theta | -0.0016 |
Rho | 0.0023 |
Vega | 0.0019 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 112.88 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 98.12 |
Lonza Group | 492.60 |
ROCHE GS | 235.40 |
KUEHNE & NAGEL | 259.30 |
Givaudan | 4'248.00 |
Name | Price |
---|---|
UBS | 27.95 |
Swiss Re | 112.45 |
ABB Ltd | 49.34 |
ZURICH INSURANCE | 470.90 |
Sika AG | 269.30 |