Last price paid | 0.30 | |
Change | +3.45% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | +1.67% |
Year to date (YTD) | 0.00% |
1 month | -25.00% |
3 months | -14.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.30 |
Underlying price on issue | 31.20 |
Premium | 0.02% |
Premium p.a. | 0.07% |
Leverage | 6.12 |
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 | 2.36% |
Premium p.a. | 7.10% |
Leverage | 9.05 |
Implied volatility | 25.68% |
Moneyness | in-the-money |
Leverage | 6.1157 |
Delta | -0.6758 |
Gamma | 0.0088 |
Theta | -0.0005 |
Rho | -0.0072 |
Vega | 0.0057 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 26.95 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.05 |
Givaudan | 4'231.00 |
Nestlé SA | 91.88 |
ZURICH INSURANCE | 469.80 |
SWISSCOM N | 492.60 |
Name | Price |
---|---|
Lonza Group | 486.70 |
Compagnie Financi... | 142.40 |
UBS | 28.09 |
Partners Group Ho... | 1'198.00 |
GEBERIT N | 557.00 |