Last price paid | 0.18 | |
Change | +5.88% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | -19.57% |
Year to date (YTD) | -14.29% |
1 month | -30.77% |
3 months | -33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 29.85 |
Premium | 0.05% |
Premium p.a. | 0.16% |
Leverage | 7.29 |
Implied volatility | 0.27 |
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 | 5.42% |
Premium p.a. | 16.36% |
Leverage | 14.95 |
Implied volatility | 27.36% |
Moneyness | in-the-money |
Leverage | 7.2916 |
Delta | -0.4878 |
Gamma | 0.0092 |
Theta | -0.0007 |
Rho | -0.0051 |
Vega | 0.0063 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 26.15 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 483.90 |
Partners Group Ho... | 1'195.00 |
UBS | 28.06 |
GEBERIT N | 556.60 |
Holcim | 79.26 |