Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -72.22% |
Year to date (YTD) | -68.42% |
1 month | 0.00% |
3 months | -25.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 29.85 |
Premium | 0.31% |
Premium p.a. | 0.52% |
Leverage | 11.80 |
Implied volatility | 0.25 |
ISIN | CH1281048947 |
Symbol | SRA6VZ |
Security | 128104894 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Stadler Rail N, CH0002178181 |
Underlying ISIN | CH0002178181 |
Strike | 36.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 08.12.2023 |
Premium | 31.34% |
Premium p.a. | 51.53% |
Leverage | 110.40 |
Implied volatility | 24.50% |
Moneyness | out-of-the-money |
Leverage | 11.7963 |
Delta | 0.1069 |
Gamma | 0.0035 |
Theta | -0.0002 |
Rho | 0.0016 |
Vega | 0.0040 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 36.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 483.70 |
Partners Group Ho... | 1'194.50 |
UBS | 28.03 |
GEBERIT N | 556.20 |
Holcim | 79.18 |