Last price paid | 0.31 | |
Change | -3.13% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 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 | +15.00% |
Year to date (YTD) | +3.33% |
1 month | +14.81% |
3 months | -13.89% |
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 | 5.61 |
Implied volatility | 0.28 |
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 | 2.03% |
Premium p.a. | 6.86% |
Leverage | 7.86 |
Implied volatility | 27.92% |
Moneyness | in-the-money |
Leverage | 5.6061 |
Delta | -0.7137 |
Gamma | 0.0083 |
Theta | -0.0006 |
Rho | -0.0067 |
Vega | 0.0050 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 26.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
ROCHE GS | 240.20 |
SONOVA HLDG N | 287.20 |
NOVARTIS N | 94.02 |
Compagnie Financi... | 148.00 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.40 |
Lonza Group | 493.70 |
UBS | 27.68 |
ZURICH INSURANCE | 471.00 |
Alcon AG | 80.88 |