Last price paid | 0.67 | |
Change | +11.67% [ +0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 11.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +193.48% |
Year to date (YTD) | +378.57% |
1 month | +179.17% |
3 months | +103.03% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 99.32 |
Premium | 0.03% |
Premium p.a. | 0.05% |
Leverage | 6.44 |
Implied volatility | 0.20 |
ISIN | CH1281046636 |
Symbol | SRE3JZ |
Security | 128104663 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 105.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 04.12.2023 |
Premium | 3.31% |
Premium p.a. | 5.50% |
Leverage | 8.50 |
Implied volatility | 20.29% |
Moneyness | in-the-money |
Leverage | 6.4411 |
Delta | 0.7581 |
Gamma | 0.0009 |
Theta | -0.0008 |
Rho | 0.0221 |
Vega | 0.0139 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 118.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |