Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.03.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.07.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.43% |
Year to date (YTD) | -62.50% |
1 month | n.a. |
3 months | -75.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 34.68 |
Premium | 0.31% |
Premium p.a. | 3.75% |
Leverage | 15.67 |
Implied volatility | 0.55 |
ISIN | CH1268376774 |
Symbol | SRAG4Z |
Security | 126837677 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Stadler Rail N, CH0002178181 |
Underlying ISIN | CH0002178181 |
Strike | 36.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 30.06.2023 |
Premium | 30.80% |
Premium p.a. | 374.70% |
Leverage | 276.00 |
Implied volatility | 55.48% |
Moneyness | out-of-the-money |
Leverage | 15.6676 |
Delta | 0.0568 |
Gamma | 0.0026 |
Theta | -0.0008 |
Rho | 0.0001 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 36.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.20 |
Givaudan | 4'233.00 |
ABB Ltd | 49.71 |
ROCHE GS | 229.30 |
ZURICH INSURANCE | 469.60 |
Name | Price |
---|---|
Lonza Group | 484.40 |
Partners Group Ho... | 1'194.00 |
UBS | 28.04 |
GEBERIT N | 556.40 |
Holcim | 79.22 |