Last price paid | 0.92 | |
Change | +2.22% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +191.38% |
Year to date (YTD) | +384.21% |
1 month | +135.90% |
3 months | +35.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 94.44 |
Premium | 0.01% |
Premium p.a. | 0.13% |
Leverage | 6.02 |
Implied volatility | 0.56 |
ISIN | CH1268391872 |
Symbol | SRE3ZZ |
Security | 126839187 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 96.00 |
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 | 0.62% |
Premium p.a. | 12.65% |
Leverage | 6.64 |
Implied volatility | 55.83% |
Moneyness | in-the-money |
Leverage | 6.0232 |
Delta | 0.9072 |
Gamma | 0.0006 |
Theta | -0.0033 |
Rho | 0.0021 |
Vega | 0.0021 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 112.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'375.00 |
Lonza Group | 501.60 |
Holcim | 80.18 |
Sika AG | 270.60 |
GEBERIT N | 549.20 |
Name | Price |
---|---|
Nestlé SA | 96.52 |
UBS | 27.99 |
Swiss Re | 112.05 |
Partners Group Ho... | 1'150.00 |
Swiss Life Hldg | 629.20 |