Last price paid | 0.56 | |
Change | +1.82% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 11.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +213.89% |
Year to date (YTD) | +489.47% |
1 month | +180.00% |
3 months | +69.70% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 99.32 |
Premium | 0.02% |
Premium p.a. | 0.08% |
Leverage | 7.67 |
Implied volatility | 0.23 |
ISIN | CH1281046602 |
Symbol | SRELJZ |
Security | 128104660 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
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 | 2.33% |
Premium p.a. | 7.60% |
Leverage | 10.06 |
Implied volatility | 23.22% |
Moneyness | in-the-money |
Leverage | 7.6689 |
Delta | 0.7625 |
Gamma | 0.0011 |
Theta | -0.0012 |
Rho | 0.0116 |
Vega | 0.0097 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 116.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |