Last price paid | 0.82 | |
Change | +1.23% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 17.01.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +286.84% |
Year to date (YTD) | n.a. |
1 month | +173.33% |
3 months | +41.38% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 96.72 |
Premium | 0.01% |
Premium p.a. | 0.11% |
Leverage | 6.92 |
Implied volatility | 0.48 |
ISIN | CH1305130374 |
Symbol | SREYSZ |
Security | 130513037 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 98.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 10.01.2024 |
Premium | 0.54% |
Premium p.a. | 10.85% |
Leverage | 7.63 |
Implied volatility | 47.67% |
Moneyness | in-the-money |
Leverage | 6.9227 |
Delta | 0.9078 |
Gamma | 0.0007 |
Theta | -0.0029 |
Rho | 0.0021 |
Vega | 0.0021 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 112.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'358.00 |
Holcim | 80.40 |
Lonza Group | 500.00 |
KUEHNE & NAGEL | 268.10 |
SWISSCOM N | 502.50 |
Name | Price |
---|---|
Nestlé SA | 96.40 |
UBS | 27.97 |
Swiss Re | 112.05 |
Compagnie Financi... | 148.20 |
ROCHE GS | 239.70 |