Last price paid | 0.75 | |
Change | -7.41% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | +125.76% |
Year to date (YTD) | +226.09% |
1 month | +50.00% |
3 months | -13.79% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 94.44 |
Premium | 0.02% |
Premium p.a. | 0.05% |
Leverage | 6.20 |
Implied volatility | 0.26 |
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 | 1.56% |
Premium p.a. | 5.41% |
Leverage | 7.33 |
Implied volatility | 26.02% |
Moneyness | in-the-money |
Leverage | 6.2048 |
Delta | 0.8466 |
Gamma | 0.0008 |
Theta | -0.0010 |
Rho | 0.0112 |
Vega | 0.0069 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 110.90 |
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 |