Last price paid | 0.65 | |
Change | +1.56% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 28.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +104.69% |
Year to date (YTD) | +16.07% |
1 month | -13.33% |
3 months | -10.96% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 35.53 |
Premium | 0.01% |
Premium p.a. | 0.02% |
Leverage | 3.62 |
Implied volatility | 0.30 |
ISIN | CH1268392524 |
Symbol | SRAN2Z |
Security | 126839252 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Stadler Rail N, CH0002178181 |
Underlying ISIN | CH0002178181 |
Strike | 34.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 21.09.2023 |
Premium | 0.54% |
Premium p.a. | 1.64% |
Leverage | 4.21 |
Implied volatility | 30.30% |
Moneyness | in-the-money |
Leverage | 3.6226 |
Delta | -0.8597 |
Gamma | 0.0046 |
Theta | -0.0003 |
Rho | -0.0100 |
Vega | 0.0035 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 27.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 484.70 |
UBS | 28.04 |
Partners Group Ho... | 1'195.50 |
KUEHNE & NAGEL | 249.50 |
Holcim | 79.32 |