Last price paid | 0.001 | |
Change | -90.00% [ -0.01 ] | |
Last traded volume | 1'000'000.00 Unit | |
Cumulative volume | 2'000'000.00 Unit | |
Date/time | 17.05.2024 10:28 |
Fixing | 17.05.2024 |
Settlement date | 01.03.2024 |
Last trading | 17.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
Perf. since issue | -78.57% |
Year to date (YTD) | n.a. |
1 month | -95.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 104.93 |
Premium | 0.01% |
Premium p.a. | 0.27% |
Leverage | 136.50 |
Implied volatility | 0.07 |
ISIN | CH1305140365 |
Symbol | SREO3Z |
Security | 130514036 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 110.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 23.02.2024 |
Premium | 0.73% |
Premium p.a. | 26.67% |
Leverage | 365.00 |
Implied volatility | 6.83% |
Moneyness | out-of-the-money |
Leverage | 136.4998 |
Delta | 0.3740 |
Gamma | 0.0143 |
Theta | -0.0013 |
Rho | 0.0005 |
Vega | 0.0034 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 110.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |