Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.07.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -97.61% |
Year to date (YTD) | -91.67% |
1 month | n.a. |
3 months | -71.43% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 91.58 |
Premium | 0.26% |
Premium p.a. | 3.93% |
Leverage | 17.04 |
Implied volatility | 0.59 |
ISIN | CH1268378804 |
Symbol | SRE7OZ |
Security | 126837880 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 84.00 |
C/P type | put |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 25 |
Value day | 20.07.2023 |
Premium | 25.82% |
Premium p.a. | 392.65% |
Leverage | 822.18 |
Implied volatility | 59.14% |
Moneyness | out-of-the-money |
Leverage | 17.0435 |
Delta | -0.0207 |
Gamma | 0.0001 |
Theta | -0.0007 |
Rho | -0.0001 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 83.86 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 496.10 |
Nestlé SA | 98.10 |
KUEHNE & NAGEL | 259.70 |
ROCHE GS | 235.10 |
Givaudan | 4'261.00 |
Name | Price |
---|---|
UBS | 27.96 |
Swiss Re | 112.75 |
ABB Ltd | 49.47 |
ZURICH INSURANCE | 471.90 |
LOGITECH INT. | 87.02 |