Last price paid | 0.46 | |
Change | +15.00% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 19.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +257.69% |
Year to date (YTD) | +513.33% |
1 month | +318.18% |
3 months | +142.11% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 98.81 |
Premium | 0.02% |
Premium p.a. | 0.07% |
Leverage | 9.03 |
Implied volatility | 0.20 |
ISIN | CH1281051917 |
Symbol | SRE6VZ |
Security | 128105191 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 108.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 12.12.2023 |
Premium | 2.40% |
Premium p.a. | 7.36% |
Leverage | 12.32 |
Implied volatility | 19.72% |
Moneyness | in-the-money |
Leverage | 9.0281 |
Delta | 0.7330 |
Gamma | 0.0013 |
Theta | -0.0010 |
Rho | 0.0122 |
Vega | 0.0107 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 117.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |