Last price paid | n.a. | |
Change | +111.11% [ +0.10 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
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 | +42.86% |
Year to date (YTD) | n.a. |
1 month | +442.86% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 104.93 |
Premium | 0.00% |
Premium p.a. | 0.17% |
Leverage | 22.04 |
Implied volatility | 0.23 |
ISIN | CH1305140498 |
Symbol | SREMBZ |
Security | 130514049 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 106.00 |
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 | 0.46% |
Premium p.a. | 16.67% |
Leverage | 27.38 |
Implied volatility | 23.37% |
Moneyness | in-the-money |
Leverage | 22.0350 |
Delta | 0.8049 |
Gamma | 0.0032 |
Theta | -0.0031 |
Rho | 0.0012 |
Vega | 0.0025 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 110.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |