Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | -92.68% |
Year to date (YTD) | n.a. |
1 month | -93.64% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 109.28 |
Premium | 0.10% |
Premium p.a. | 1.25% |
Leverage | 30.25 |
Implied volatility | 0.26 |
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 | 9.59% |
Premium p.a. | 125.02% |
Leverage | 382.33 |
Implied volatility | 25.91% |
Moneyness | out-of-the-money |
Leverage | 30.2458 |
Delta | -0.0791 |
Gamma | 0.0018 |
Theta | -0.0021 |
Rho | -0.0007 |
Vega | 0.0046 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 103.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |