Last price paid | 0.001 | |
Change | -90.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 20'000.00 Unit | |
Date/time | 20.09.2024 12:00 |
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 | -96.82% |
Year to date (YTD) | -99.62% |
1 month | -93.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 94.44 |
Premium | 0.24% |
Premium p.a. | 12.70% |
Leverage | 16.16 |
Implied volatility | 1.10 |
ISIN | CH1268391922 |
Symbol | SREOOZ |
Security | 126839192 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 88.00 |
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 | 24.35% |
Premium p.a. | 1269.76% |
Leverage | 552.62 |
Implied volatility | 110.04% |
Moneyness | out-of-the-money |
Leverage | 16.1640 |
Delta | -0.0292 |
Gamma | 0.0002 |
Theta | -0.0038 |
Rho | 0.0000 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 87.79 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.25 |
Alcon AG | 84.68 |
SONOVA HLDG N | 303.00 |
Sika AG | 281.60 |
ROCHE GS | 272.80 |
Name | Price |
---|---|
Holcim | 83.38 |
ABB Ltd | 49.49 |
Lonza Group | 538.60 |
ZURICH INSURANCE | 514.20 |
SWISSCOM N | 553.00 |