Last price paid | 0.72 | |
Change | -2.70% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | +297.37% |
Year to date (YTD) | n.a. |
1 month | +213.04% |
3 months | +63.64% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 96.72 |
Premium | 0.00% |
Premium p.a. | 0.06% |
Leverage | 6.86 |
Implied volatility | 0.36 |
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 | 0.49% |
Premium p.a. | 5.95% |
Leverage | 7.45 |
Implied volatility | 35.88% |
Moneyness | in-the-money |
Leverage | 6.8589 |
Delta | 0.9202 |
Gamma | 0.0006 |
Theta | -0.0016 |
Rho | 0.0036 |
Vega | 0.0024 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 113.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.70 |
Givaudan | 4'240.00 |
ZURICH INSURANCE | 469.40 |
Nestlé SA | 91.70 |
ROCHE GS | 228.90 |
Name | Price |
---|---|
Lonza Group | 486.20 |
UBS | 27.99 |
Compagnie Financi... | 142.55 |
Partners Group Ho... | 1'198.00 |
GEBERIT N | 556.80 |