Last price paid | 0.08 | |
Change | -5.88% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 23.10.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -12.50% |
Year to date (YTD) | +166.67% |
1 month | +100.00% |
3 months | -27.27% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 98.12 |
Premium | 0.11% |
Premium p.a. | 0.40% |
Leverage | 17.02 |
Implied volatility | 0.20 |
ISIN | CH1281034152 |
Symbol | SRE3VZ |
Security | 128103415 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 120.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 16.10.2023 |
Premium | 11.17% |
Premium p.a. | 39.98% |
Leverage | 78.00 |
Implied volatility | 20.48% |
Moneyness | out-of-the-money |
Leverage | 17.0193 |
Delta | 0.2182 |
Gamma | 0.0012 |
Theta | -0.0009 |
Rho | 0.0031 |
Vega | 0.0085 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 121.40 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.30 |
Givaudan | 4'338.00 |
ABB Ltd | 50.36 |
Lonza Group | 484.30 |
Holcim | 80.66 |
Name | Price |
---|---|
NOVARTIS N | 94.14 |
ROCHE GS | 245.70 |
Nestlé SA | 95.04 |
LOGITECH INT. | 88.24 |
Compagnie Financi... | 143.65 |