Last price paid | 0.32 | |
Change | +3.23% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.06.2024 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 | +8.33% |
Year to date (YTD) | +6.67% |
1 month | -8.57% |
3 months | -11.11% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.30 |
Underlying price on issue | 31.20 |
Premium | 0.02% |
Premium p.a. | 0.06% |
Leverage | 5.92 |
Implied volatility | 0.26 |
ISIN | CH1281035258 |
Symbol | SRAIBZ |
Security | 128103525 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Stadler Rail N, CH0002178181 |
Underlying ISIN | CH0002178181 |
Strike | 30.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 19.10.2023 |
Premium | 2.01% |
Premium p.a. | 6.39% |
Leverage | 8.40 |
Implied volatility | 26.10% |
Moneyness | in-the-money |
Leverage | 5.9197 |
Delta | -0.7047 |
Gamma | 0.0086 |
Theta | -0.0005 |
Rho | -0.0071 |
Vega | 0.0053 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 26.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 492.20 |
Nestlé SA | 97.66 |
KUEHNE & NAGEL | 258.40 |
SONOVA HLDG N | 285.70 |
ROCHE GS | 234.30 |
Name | Price |
---|---|
UBS | 27.99 |
Swiss Re | 112.30 |
ABB Ltd | 49.41 |
Holcim | 78.10 |
ZURICH INSURANCE | 471.60 |