Last price paid | 0.57 | |
Change | -1.72% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 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 | +163.04% |
Year to date (YTD) | +307.14% |
1 month | +58.33% |
3 months | +39.02% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 99.32 |
Premium | 0.04% |
Premium p.a. | 0.07% |
Leverage | 6.61 |
Implied volatility | 0.22 |
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 | 4.09% |
Premium p.a. | 7.18% |
Leverage | 9.30 |
Implied volatility | 21.79% |
Moneyness | in-the-money |
Leverage | 6.6095 |
Delta | 0.7109 |
Gamma | 0.0009 |
Theta | -0.0009 |
Rho | 0.0193 |
Vega | 0.0145 |
Fair value | 0.23 |
Intrinsic value | n.a. |
Break-even | 117.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 50.66 |
Swiss Re | 112.50 |
ZURICH INSURANCE | 474.30 |
Swiss Life Hldg | 633.20 |
Partners Group Ho... | 1'171.50 |
Name | Price |
---|---|
Lonza Group | 481.10 |
SONOVA HLDG N | 287.00 |
SWISSCOM N | 498.60 |
Compagnie Financi... | 147.05 |
GEBERIT N | 547.60 |