Last price paid | 0.11 | |
Change | -8.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 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 | +16.67% |
Year to date (YTD) | +100.00% |
1 month | 0.00% |
3 months | +37.50% |
1 year | +29.41% |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 89.37 |
Premium | 0.13% |
Premium p.a. | 0.20% |
Leverage | 11.61 |
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 | 13.21% |
Premium p.a. | 20.43% |
Leverage | 39.58 |
Implied volatility | 18.34% |
Moneyness | out-of-the-money |
Leverage | 11.6142 |
Delta | 0.2934 |
Gamma | 0.0009 |
Theta | -0.0005 |
Rho | 0.0072 |
Vega | 0.0115 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 117.63 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 525.80 |
SONOVA HLDG N | 292.10 |
Sika AG | 281.80 |
ROCHE GS | 227.50 |
KUEHNE & NAGEL | 249.70 |
Name | Price |
---|---|
Compagnie Financi... | 135.65 |
Nestlé SA | 94.40 |
Givaudan | 4'062.00 |
NOVARTIS N | 93.53 |
Holcim | 78.52 |