Last price paid | 0.22 | |
Change | -4.35% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | +138.89% |
Year to date (YTD) | +300.00% |
1 month | +158.82% |
3 months | +100.00% |
1 year | +144.44% |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 89.37 |
Premium | 0.08% |
Premium p.a. | 0.13% |
Leverage | 9.90 |
Implied volatility | 0.18 |
ISIN | CH1250729766 |
Symbol | SREYGZ |
Security | 125072976 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 115.00 |
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 | 7.67% |
Premium p.a. | 12.55% |
Leverage | 20.80 |
Implied volatility | 18.09% |
Moneyness | out-of-the-money |
Leverage | 9.9045 |
Delta | 0.4762 |
Gamma | 0.0010 |
Theta | -0.0006 |
Rho | 0.0117 |
Vega | 0.0139 |
Fair value | 0.22 |
Intrinsic value | n.a. |
Break-even | 120.37 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |