Last price paid | 0.045 | |
Change | -25.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.10.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -86.54% |
Year to date (YTD) | -73.53% |
1 month | 0.00% |
3 months | -35.71% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 31.20 |
Premium | 0.17% |
Premium p.a. | 0.52% |
Leverage | 13.88 |
Implied volatility | 0.25 |
ISIN | CH1281035696 |
Symbol | SRAZPZ |
Security | 128103569 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Stadler Rail N, CH0002178181 |
Underlying ISIN | CH0002178181 |
Strike | 32.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 19.10.2023 |
Premium | 17.21% |
Premium p.a. | 51.91% |
Leverage | 78.86 |
Implied volatility | 24.76% |
Moneyness | out-of-the-money |
Leverage | 13.8841 |
Delta | 0.1761 |
Gamma | 0.0066 |
Theta | -0.0004 |
Rho | 0.0015 |
Vega | 0.0041 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 32.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.20 |
Givaudan | 4'236.00 |
Nestlé SA | 91.86 |
ABB Ltd | 49.71 |
ZURICH INSURANCE | 469.70 |
Name | Price |
---|---|
Lonza Group | 487.00 |
Compagnie Financi... | 142.20 |
UBS | 28.06 |
Partners Group Ho... | 1'198.00 |
GEBERIT N | 556.80 |