Last price paid | 0.001 | |
Change | -90.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 1.00 Unit | |
Date/time | 21.06.2024 12:00 |
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 | -97.08% |
Year to date (YTD) | -99.47% |
1 month | -90.00% |
3 months | -96.67% |
1 year | -99.76% |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 92.92 |
Premium | 0.20% |
Premium p.a. | 10.27% |
Leverage | 18.01 |
Implied volatility | 0.94 |
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 | 19.70% |
Premium p.a. | 1027.11% |
Leverage | 425.71 |
Implied volatility | 94.22% |
Moneyness | out-of-the-money |
Leverage | 18.0117 |
Delta | -0.0423 |
Gamma | 0.0002 |
Theta | -0.0035 |
Rho | 0.0000 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 89.74 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 494.20 |
KUEHNE & NAGEL | 263.10 |
Sika AG | 260.60 |
SONOVA HLDG N | 274.30 |
NOVARTIS N | 96.32 |
Name | Price |
---|---|
Compagnie Financi... | 142.65 |
ZURICH INSURANCE | 481.90 |
SWISSCOM N | 502.00 |
Nestlé SA | 93.32 |
ROCHE GS | 251.90 |