Last price paid | 0.53 | |
Change | -7.02% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | +143.18% |
Year to date (YTD) | +211.76% |
1 month | +47.22% |
3 months | -5.36% |
1 year | +165.00% |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 89.38 |
Premium | 0.04% |
Premium p.a. | 0.07% |
Leverage | 6.09 |
Implied volatility | 0.23 |
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 | 3.68% |
Premium p.a. | 6.62% |
Leverage | 8.18 |
Implied volatility | 23.03% |
Moneyness | in-the-money |
Leverage | 6.0854 |
Delta | 0.7443 |
Gamma | 0.0007 |
Theta | -0.0007 |
Rho | 0.0151 |
Vega | 0.0105 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 113.38 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.34 |
ABB Ltd | 50.28 |
Swiss Life Hldg | 636.80 |
ZURICH INSURANCE | 474.30 |
Swiss Re | 109.55 |
Name | Price |
---|---|
Compagnie Financi... | 141.60 |
NOVARTIS N | 93.62 |
Alcon AG | 79.28 |
ROCHE GS | 244.70 |
SONOVA HLDG N | 274.00 |