Last price paid | 0.71 | |
Change | -2.74% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 23.03.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +172.22% |
Year to date (YTD) | +273.68% |
1 month | +44.90% |
3 months | +10.94% |
1 year | +238.10% |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 89.10 |
Premium | 0.00% |
Premium p.a. | 0.04% |
Leverage | 5.94 |
Implied volatility | 0.45 |
ISIN | CH1250716094 |
Symbol | SRELQZ |
Security | 125071609 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 94.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 25 |
Value day | 16.03.2023 |
Premium | 0.16% |
Premium p.a. | 3.56% |
Leverage | 6.11 |
Implied volatility | 45.31% |
Moneyness | in-the-money |
Leverage | 5.9371 |
Delta | 0.9723 |
Gamma | 0.0002 |
Theta | -0.0010 |
Rho | 0.0016 |
Vega | 0.0006 |
Fair value | 0.01 |
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 |
---|---|
ABB Ltd | 51.12 |
Partners Group Ho... | 1'186.00 |
GEBERIT N | 556.00 |
Holcim | 81.28 |
Sika AG | 272.40 |
Name | Price |
---|---|
Lonza Group | 484.50 |
SWISSCOM N | 496.80 |
Givaudan | 4'357.00 |
KUEHNE & NAGEL | 259.80 |
ROCHE GS | 242.40 |