Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 27.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -87.50% |
Year to date (YTD) | -80.00% |
1 month | -50.00% |
3 months | -57.14% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 94.44 |
Premium | 0.28% |
Premium p.a. | 0.79% |
Leverage | 10.62 |
Implied volatility | 0.35 |
ISIN | CH1268391948 |
Symbol | SREF6Z |
Security | 126839194 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 80.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 20.09.2023 |
Premium | 27.92% |
Premium p.a. | 79.01% |
Leverage | 220.60 |
Implied volatility | 35.23% |
Moneyness | out-of-the-money |
Leverage | 10.6220 |
Delta | -0.0482 |
Gamma | 0.0002 |
Theta | -0.0004 |
Rho | -0.0010 |
Vega | 0.0033 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 79.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.46 |
LOGITECH INT. | 83.96 |
UBS | 27.70 |
NOVARTIS N | 93.89 |
Alcon AG | 80.44 |
Name | Price |
---|---|
Lonza Group | 507.80 |
SONOVA HLDG N | 281.30 |
Nestlé SA | 95.30 |
KUEHNE & NAGEL | 244.80 |
ROCHE GS | 234.40 |