Last price paid | 0.06 | |
Change | +20.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 13.01.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -53.57% |
Year to date (YTD) | +100.00% |
1 month | -29.41% |
3 months | -70.00% |
1 year | 0.00% |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 93.76 |
Premium | 0.01% |
Premium p.a. | 0.44% |
Leverage | 35.72 |
Implied volatility | 0.20 |
ISIN | CH1235752362 |
Symbol | SREMAZ |
Security | 123575236 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 110.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 25 |
Value day | 06.01.2023 |
Premium | 1.34% |
Premium p.a. | 44.43% |
Leverage | 67.78 |
Implied volatility | 20.00% |
Moneyness | in-the-money |
Leverage | 35.7221 |
Delta | 0.5270 |
Gamma | 0.0041 |
Theta | -0.0029 |
Rho | 0.0007 |
Vega | 0.0030 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 111.63 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.50 |
Swiss Re | 110.15 |
ZURICH INSURANCE | 475.60 |
ABB Ltd | 50.32 |
Swiss Life Hldg | 637.60 |
Name | Price |
---|---|
Alcon AG | 78.56 |
SONOVA HLDG N | 271.70 |
Lonza Group | 472.80 |
NOVARTIS N | 93.54 |
Compagnie Financi... | 142.10 |