Last price paid | 0.08 | |
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 | -68.75% |
Year to date (YTD) | -68.00% |
1 month | +6.67% |
3 months | -33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 29.85 |
Premium | 0.11% |
Premium p.a. | 0.34% |
Leverage | 11.75 |
Implied volatility | 0.25 |
ISIN | CH1281050471 |
Symbol | SRAQSZ |
Security | 128105047 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Stadler Rail N, CH0002178181 |
Underlying ISIN | CH0002178181 |
Strike | 30.00 |
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 | 11.21% |
Premium p.a. | 33.82% |
Leverage | 36.87 |
Implied volatility | 24.53% |
Moneyness | out-of-the-money |
Leverage | 11.7495 |
Delta | 0.3187 |
Gamma | 0.0091 |
Theta | -0.0006 |
Rho | 0.0027 |
Vega | 0.0057 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 30.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 484.20 |
UBS | 28.04 |
Partners Group Ho... | 1'197.00 |
KUEHNE & NAGEL | 249.50 |
Holcim | 79.30 |