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 | +153.03% |
Year to date (YTD) | +243.48% |
1 month | +125.71% |
3 months | +92.68% |
1 year | n.a. |
3 years | n.a. |
ISIN | CH1268391906 |
Symbol | SREJTZ |
Security | 126839190 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
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 | 1.26% |
Premium p.a. | 3.59% |
Leverage | 6.66 |
Implied volatility | 22.78% |
Moneyness | in-the-money |
Leverage | 5.9002 |
Delta | 0.8853 |
Gamma | 0.0006 |
Theta | -0.0007 |
Rho | 0.0144 |
Vega | 0.0064 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 112.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 82.76 |
SONOVA HLDG N | 288.00 |
LOGITECH INT. | 85.26 |
Swiss Re | 111.25 |
GEBERIT N | 560.00 |
Name | Price |
---|---|
ABB Ltd | 47.82 |
Compagnie Financi... | 141.80 |
Swiss Life Hldg | 621.80 |
KUEHNE & NAGEL | 242.40 |
Partners Group Ho... | 1'256.00 |