Last price paid | 0.55 | |
Change | +10.00% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 24.01.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +319.23% |
Year to date (YTD) | n.a. |
1 month | +22.22% |
3 months | -12.70% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 97.71 |
Premium | 0.02% |
Premium p.a. | 0.08% |
Leverage | 7.99 |
Implied volatility | 0.23 |
ISIN | CH1305130788 |
Symbol | SREWIZ |
Security | 130513078 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 104.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 17.01.2024 |
Premium | 2.04% |
Premium p.a. | 7.61% |
Leverage | 10.33 |
Implied volatility | 23.32% |
Moneyness | in-the-money |
Leverage | 7.9861 |
Delta | 0.7731 |
Gamma | 0.0011 |
Theta | -0.0012 |
Rho | 0.0102 |
Vega | 0.0088 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 114.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |