Last price paid | 0.05 | |
Change | -9.09% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.09.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 28.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -89.02% |
Year to date (YTD) | n.a. |
1 month | -23.08% |
3 months | -58.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 102.43 |
Premium | 0.16% |
Premium p.a. | 0.57% |
Leverage | 13.86 |
Implied volatility | 0.27 |
ISIN | CH1305139227 |
Symbol | SREEAZ |
Security | 130513922 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 100.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 21.02.2024 |
Premium | 15.91% |
Premium p.a. | 57.50% |
Leverage | 130.94 |
Implied volatility | 27.01% |
Moneyness | out-of-the-money |
Leverage | 13.8553 |
Delta | -0.1058 |
Gamma | 0.0005 |
Theta | -0.0007 |
Rho | -0.0018 |
Vega | 0.0057 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 99.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |