Last price paid | 0.05 | |
Change | 0.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 25'000.00 Unit | |
Date/time | 14.06.2024 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 | -23.08% |
3 months | -33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 98.73 |
Premium | 0.26% |
Premium p.a. | 0.49% |
Leverage | 9.11 |
Implied volatility | 0.31 |
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 | 26.30% |
Premium p.a. | 49.48% |
Leverage | 125.28 |
Implied volatility | 30.89% |
Moneyness | out-of-the-money |
Leverage | 9.1054 |
Delta | -0.0727 |
Gamma | 0.0003 |
Theta | -0.0004 |
Rho | -0.0024 |
Vega | 0.0057 |
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 |
---|---|
KUEHNE & NAGEL | 262.60 |
LOGITECH INT. | 88.36 |
Sika AG | 261.20 |
Lonza Group | 490.30 |
SONOVA HLDG N | 274.60 |
Name | Price |
---|---|
Compagnie Financi... | 143.35 |
ZURICH INSURANCE | 484.50 |
Swiss Re | 112.60 |
ROCHE GS | 253.90 |
Holcim | 78.46 |