Last price paid | 1.14 | |
Change | -1.72% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 28.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +243.94% |
Year to date (YTD) | +293.10% |
1 month | +7.55% |
3 months | +28.09% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 96.09 |
Premium | 0.01% |
Premium p.a. | 0.03% |
Leverage | 4.78 |
Implied volatility | 0.29 |
ISIN | CH1305127719 |
Symbol | SRE4JZ |
Security | 130512771 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 96.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.12.2023 |
Premium | 0.85% |
Premium p.a. | 3.07% |
Leverage | 5.19 |
Implied volatility | 29.35% |
Moneyness | in-the-money |
Leverage | 4.7799 |
Delta | 0.9219 |
Gamma | 0.0004 |
Theta | -0.0008 |
Rho | 0.0119 |
Vega | 0.0045 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 118.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.20 |
Alcon AG | 84.68 |
SONOVA HLDG N | 303.00 |
ROCHE GS | 273.00 |
Sika AG | 281.60 |
Name | Price |
---|---|
Holcim | 83.34 |
ABB Ltd | 49.49 |
ZURICH INSURANCE | 514.00 |
Lonza Group | 539.20 |
SWISSCOM N | 553.00 |