Last price paid | 0.69 | |
Change | +9.52% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | +215.91% |
Year to date (YTD) | +305.88% |
1 month | +137.93% |
3 months | +81.58% |
1 year | +187.50% |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 89.38 |
Premium | 0.02% |
Premium p.a. | 0.04% |
Leverage | 5.53 |
Implied volatility | 0.21 |
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 | 2.33% |
Premium p.a. | 3.87% |
Leverage | 6.60 |
Implied volatility | 20.89% |
Moneyness | in-the-money |
Leverage | 5.5303 |
Delta | 0.8377 |
Gamma | 0.0005 |
Theta | -0.0006 |
Rho | 0.0190 |
Vega | 0.0087 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 117.38 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |