Last price paid | 0.30 | |
Change | +7.14% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.09.2024 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 | +181.82% |
Year to date (YTD) | +400.00% |
1 month | +87.50% |
3 months | +3.45% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 94.44 |
Premium | 0.00% |
Premium p.a. | 0.02% |
Leverage | 18.29 |
Implied volatility | 0.20 |
ISIN | CH1268391823 |
Symbol | SRE8OZ |
Security | 126839182 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 110.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 20.09.2023 |
Premium | 0.04% |
Premium p.a. | 2.24% |
Leverage | 18.73 |
Implied volatility | 19.54% |
Moneyness | in-the-money |
Leverage | 18.2947 |
Delta | 0.9766 |
Gamma | 0.0008 |
Theta | -0.0007 |
Rho | 0.0010 |
Vega | 0.0004 |
Fair value | 0.00 |
Intrinsic value | n.a. |
Break-even | 116.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.00 |
Alcon AG | 84.64 |
SONOVA HLDG N | 302.90 |
ROCHE GS | 272.80 |
Nestlé SA | 85.50 |
Name | Price |
---|---|
Holcim | 83.38 |
ABB Ltd | 49.44 |
ZURICH INSURANCE | 513.80 |
Lonza Group | 539.60 |
SWISSCOM N | 553.50 |