Last price paid | 0.05 | |
Change | 0.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 25'000.00 Unit | |
Date/time | 31.05.2024 17:15 |
Fixing | 20.12.2024 |
Settlement date | 14.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -79.55% |
Year to date (YTD) | -80.00% |
1 month | n.a. |
3 months | -50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 98.73 |
Premium | 0.28% |
Premium p.a. | 0.46% |
Leverage | 8.78 |
Implied volatility | 0.30 |
ISIN | CH1281047998 |
Symbol | SREZSZ |
Security | 128104799 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 84.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 07.12.2023 |
Premium | 27.55% |
Premium p.a. | 45.71% |
Leverage | 127.44 |
Implied volatility | 30.26% |
Moneyness | out-of-the-money |
Leverage | 8.7818 |
Delta | -0.0689 |
Gamma | 0.0002 |
Theta | -0.0004 |
Rho | -0.0027 |
Vega | 0.0059 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 83.10 |
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 |