Last price paid | 0.045 | |
Change | -10.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 18.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -90.24% |
Year to date (YTD) | n.a. |
1 month | -91.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 109.28 |
Premium | 0.08% |
Premium p.a. | 0.79% |
Leverage | 31.60 |
Implied volatility | 0.21 |
ISIN | CH1305144516 |
Symbol | SREP6Z |
Security | 130514451 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 104.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 11.03.2024 |
Premium | 7.54% |
Premium p.a. | 78.64% |
Leverage | 280.13 |
Implied volatility | 20.70% |
Moneyness | out-of-the-money |
Leverage | 31.6040 |
Delta | -0.1128 |
Gamma | 0.0027 |
Theta | -0.0019 |
Rho | -0.0012 |
Vega | 0.0066 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 103.60 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |