Perf. since issue | +12.50% |
Year to date (YTD) | +216.67% |
1 month | -5.00% |
3 months | -32.14% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 98.12 |
Premium | 0.08% |
Premium p.a. | 0.32% |
Leverage | 17.65 |
Implied volatility | 0.19 |
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 | 8.17% |
Premium p.a. | 32.07% |
Leverage | 62.56 |
Implied volatility | 19.01% |
Moneyness | out-of-the-money |
Leverage | 17.6478 |
Delta | 0.2821 |
Gamma | 0.0016 |
Theta | -0.0010 |
Rho | 0.0038 |
Vega | 0.0096 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 121.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 262.50 |
SONOVA HLDG N | 276.50 |
LOGITECH INT. | 88.30 |
Sika AG | 261.40 |
Lonza Group | 490.60 |
Name | Price |
---|---|
ZURICH INSURANCE | 482.40 |
Compagnie Financi... | 143.55 |
Swiss Re | 112.60 |
ROCHE GS | 253.80 |
SWISSCOM N | 506.50 |