Last price paid | 0.25 | |
Change | +8.70% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 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 | +138.89% |
Year to date (YTD) | +354.55% |
1 month | +212.50% |
3 months | +78.57% |
1 year | +127.27% |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 89.37 |
Premium | 0.07% |
Premium p.a. | 0.13% |
Leverage | 9.97 |
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 | 7.48% |
Premium p.a. | 13.00% |
Leverage | 20.84 |
Implied volatility | 18.46% |
Moneyness | out-of-the-money |
Leverage | 9.9717 |
Delta | 0.4786 |
Gamma | 0.0010 |
Theta | -0.0007 |
Rho | 0.0111 |
Vega | 0.0135 |
Fair value | 0.22 |
Intrinsic value | n.a. |
Break-even | 120.38 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'370.00 |
Holcim | 80.28 |
Lonza Group | 500.80 |
SWISSCOM N | 502.00 |
Sika AG | 269.90 |
Name | Price |
---|---|
Nestlé SA | 96.42 |
UBS | 27.99 |
Swiss Re | 111.95 |
Partners Group Ho... | 1'150.50 |
Swiss Life Hldg | 629.60 |