Last price paid | 0.01 | |
Change | 0.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 7'000.00 Unit | |
Date/time | 16.05.2024 17:15 |
Fixing | 21.06.2024 |
Settlement date | 12.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -97.22% |
Year to date (YTD) | -94.74% |
1 month | -81.82% |
3 months | -86.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 92.92 |
Premium | 0.22% |
Premium p.a. | 2.84% |
Leverage | 16.88 |
Implied volatility | 0.51 |
ISIN | CH1268368318 |
Symbol | SREH1Z |
Security | 126836831 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 90.00 |
C/P type | put |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 25 |
Value day | 05.06.2023 |
Premium | 21.75% |
Premium p.a. | 283.56% |
Leverage | 458.80 |
Implied volatility | 51.14% |
Moneyness | out-of-the-money |
Leverage | 16.8791 |
Delta | -0.0368 |
Gamma | 0.0002 |
Theta | -0.0009 |
Rho | -0.0001 |
Vega | 0.0010 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 89.75 |
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 |