Last price paid | 0.18 | |
Change | -5.26% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -23.91% |
Year to date (YTD) | -14.29% |
1 month | +5.88% |
3 months | -28.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 29.85 |
Premium | 0.05% |
Premium p.a. | 0.18% |
Leverage | 7.64 |
Implied volatility | 0.28 |
ISIN | CH1281049028 |
Symbol | SRA5BZ |
Security | 128104902 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Stadler Rail N, CH0002178181 |
Underlying ISIN | CH0002178181 |
Strike | 28.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 08.12.2023 |
Premium | 5.41% |
Premium p.a. | 18.10% |
Leverage | 15.86 |
Implied volatility | 27.83% |
Moneyness | in-the-money |
Leverage | 7.6380 |
Delta | -0.4817 |
Gamma | 0.0094 |
Theta | -0.0007 |
Rho | -0.0045 |
Vega | 0.0060 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 26.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'362.00 |
Holcim | 80.46 |
GEBERIT N | 551.80 |
Lonza Group | 501.00 |
ABB Ltd | 50.36 |
Name | Price |
---|---|
Nestlé SA | 95.60 |
UBS | 28.03 |
Swiss Re | 112.25 |
ROCHE GS | 239.70 |
Compagnie Financi... | 148.55 |