Last price paid | 0.61 | |
Change | -4.69% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 11.05.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +170.45% |
Year to date (YTD) | +258.82% |
1 month | -1.61% |
3 months | -4.69% |
1 year | +258.82% |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 89.38 |
Premium | 0.03% |
Premium p.a. | 0.05% |
Leverage | 5.95 |
Implied volatility | 0.22 |
ISIN | CH1250730012 |
Symbol | SRELLZ |
Security | 125073001 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
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 | 04.05.2023 |
Premium | 2.80% |
Premium p.a. | 5.26% |
Leverage | 7.51 |
Implied volatility | 22.29% |
Moneyness | in-the-money |
Leverage | 5.9541 |
Delta | 0.7925 |
Gamma | 0.0006 |
Theta | -0.0007 |
Rho | 0.0157 |
Vega | 0.0093 |
Fair value | 0.13 |
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 | 491.60 |
KUEHNE & NAGEL | 261.00 |
Sika AG | 259.50 |
SONOVA HLDG N | 273.90 |
NOVARTIS N | 96.12 |
Name | Price |
---|---|
Compagnie Financi... | 142.50 |
ROCHE GS | 251.10 |
UBS | 26.27 |
SWISSCOM N | 501.00 |
ZURICH INSURANCE | 481.10 |