Last price paid | 0.81 | |
Change | -3.57% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | +184.48% |
Year to date (YTD) | +326.32% |
1 month | +179.31% |
3 months | +50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 94.44 |
Premium | 0.00% |
Premium p.a. | 0.02% |
Leverage | 6.64 |
Implied volatility | 0.29 |
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 | 0.18% |
Premium p.a. | 2.17% |
Leverage | 6.81 |
Implied volatility | 28.54% |
Moneyness | in-the-money |
Leverage | 6.6387 |
Delta | 0.9754 |
Gamma | 0.0003 |
Theta | -0.0006 |
Rho | 0.0038 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 112.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.50 |
Givaudan | 4'235.00 |
Nestlé SA | 91.62 |
ZURICH INSURANCE | 468.40 |
SONOVA HLDG N | 288.10 |
Name | Price |
---|---|
Lonza Group | 485.00 |
Compagnie Financi... | 142.40 |
UBS | 28.04 |
Partners Group Ho... | 1'196.50 |
LOGITECH INT. | 86.36 |