Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | -89.39% |
Year to date (YTD) | -88.46% |
1 month | -62.50% |
3 months | -68.42% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 94.44 |
Premium | 0.20% |
Premium p.a. | 0.69% |
Leverage | 12.53 |
Implied volatility | 0.31 |
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 | 19.83% |
Premium p.a. | 68.95% |
Leverage | 155.57 |
Implied volatility | 30.70% |
Moneyness | out-of-the-money |
Leverage | 12.5323 |
Delta | -0.0806 |
Gamma | 0.0004 |
Theta | -0.0006 |
Rho | -0.0014 |
Vega | 0.0044 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 87.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |