Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.09.2024 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 | -86.88% |
Year to date (YTD) | -50.00% |
1 month | n.a. |
3 months | -81.25% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 98.12 |
Premium | 0.04% |
Premium p.a. | 1.87% |
Leverage | 72.97 |
Implied volatility | 0.21 |
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 | 3.58% |
Premium p.a. | 186.91% |
Leverage | 552.62 |
Implied volatility | 20.82% |
Moneyness | out-of-the-money |
Leverage | 72.9686 |
Delta | 0.1320 |
Gamma | 0.0031 |
Theta | -0.0025 |
Rho | 0.0001 |
Vega | 0.0017 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 120.21 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |