Last price paid | 0.02 | |
Change | -42.86% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 17:20 |
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 | -86.88% |
Year to date (YTD) | 0.00% |
1 month | n.a. |
3 months | -73.33% |
1 year | -60.00% |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 92.92 |
Premium | 0.02% |
Premium p.a. | 1.20% |
Leverage | 84.17 |
Implied volatility | 0.16 |
ISIN | CH1268368326 |
Symbol | SRE2AZ |
Security | 126836832 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 114.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 25 |
Value day | 05.06.2023 |
Premium | 2.29% |
Premium p.a. | 119.62% |
Leverage | 425.52 |
Implied volatility | 16.36% |
Moneyness | out-of-the-money |
Leverage | 84.1686 |
Delta | 0.1978 |
Gamma | 0.0043 |
Theta | -0.0020 |
Rho | 0.0002 |
Vega | 0.0017 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 114.26 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 260.40 |
KUEHNE & NAGEL | 260.00 |
SONOVA HLDG N | 273.80 |
Lonza Group | 486.00 |
Holcim | 78.28 |
Name | Price |
---|---|
ROCHE GS | 249.60 |
Nestlé SA | 92.88 |
Compagnie Financi... | 142.80 |
Swiss Re | 111.25 |
LOGITECH INT. | 85.90 |