Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 04.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -97.25% |
Year to date (YTD) | n.a. |
1 month | -66.67% |
3 months | -84.62% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 106.03 |
Premium | 0.12% |
Premium p.a. | 5.44% |
Leverage | 35.59 |
Implied volatility | 0.48 |
ISIN | CH1305140662 |
Symbol | SREXLZ |
Security | 130514066 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 26.02.2024 |
Premium | 11.91% |
Premium p.a. | 543.56% |
Leverage | 1'030.91 |
Implied volatility | 47.59% |
Moneyness | out-of-the-money |
Leverage | 35.5936 |
Delta | -0.0345 |
Gamma | 0.0005 |
Theta | -0.0017 |
Rho | 0.0000 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 99.89 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'177.50 |
Sika AG | 261.40 |
GEBERIT N | 544.00 |
Swiss Re | 112.85 |
Holcim | 82.50 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.00 |
Compagnie Financi... | 139.75 |
NOVARTIS N | 93.59 |
Nestlé SA | 94.32 |
ROCHE GS | 249.70 |