Last price paid | 0.85 | |
Change | -1.16% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 28.12.2023 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | +185.00% |
Year to date (YTD) | +203.57% |
1 month | +84.78% |
3 months | +63.46% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.30 |
Underlying price on issue | 96.09 |
Premium | 0.04% |
Premium p.a. | 0.04% |
Leverage | 4.35 |
Implied volatility | 0.29 |
ISIN | CH1305127727 |
Symbol | SREVYZ |
Security | 130512772 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 100.00 |
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 | 4.46% |
Premium p.a. | 4.13% |
Leverage | 6.56 |
Implied volatility | 28.97% |
Moneyness | in-the-money |
Leverage | 4.3498 |
Delta | 0.6635 |
Gamma | 0.0006 |
Theta | -0.0005 |
Rho | 0.0195 |
Vega | 0.0195 |
Fair value | 0.25 |
Intrinsic value | n.a. |
Break-even | 117.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.35 |
ROCHE GS | 229.50 |
Givaudan | 4'225.00 |
LOGITECH INT. | 86.96 |
Sika AG | 276.10 |
Name | Price |
---|---|
Lonza Group | 489.70 |
Alcon AG | 80.12 |
KUEHNE & NAGEL | 249.20 |
UBS | 28.10 |
Holcim | 79.36 |