Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 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 | -97.44% |
Year to date (YTD) | n.a. |
1 month | -82.35% |
3 months | -91.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 109.28 |
Premium | 0.07% |
Premium p.a. | 3.67% |
Leverage | 54.58 |
Implied volatility | 0.32 |
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 | 7.03% |
Premium p.a. | 366.52% |
Leverage | 1'064.29 |
Implied volatility | 32.07% |
Moneyness | out-of-the-money |
Leverage | 54.5820 |
Delta | -0.0513 |
Gamma | 0.0021 |
Theta | -0.0034 |
Rho | -0.0001 |
Vega | 0.0016 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 103.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 259.30 |
KUEHNE & NAGEL | 259.20 |
SONOVA HLDG N | 272.60 |
Lonza Group | 483.90 |
Givaudan | 4'346.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.70 |
Swiss Re | 111.15 |
Nestlé SA | 92.84 |
SWISSCOM N | 500.00 |