Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 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 | -95.12% |
Year to date (YTD) | n.a. |
1 month | -70.59% |
3 months | -89.13% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 109.28 |
Premium | 0.06% |
Premium p.a. | 1.91% |
Leverage | 49.84 |
Implied volatility | 0.25 |
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 | 5.76% |
Premium p.a. | 191.29% |
Leverage | 550.75 |
Implied volatility | 25.11% |
Moneyness | out-of-the-money |
Leverage | 49.8415 |
Delta | -0.0905 |
Gamma | 0.0034 |
Theta | -0.0034 |
Rho | -0.0003 |
Vega | 0.0031 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 103.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.50 |
Swiss Re | 110.15 |
ZURICH INSURANCE | 475.60 |
ABB Ltd | 50.32 |
Swiss Life Hldg | 637.60 |
Name | Price |
---|---|
Alcon AG | 78.56 |
SONOVA HLDG N | 271.70 |
Lonza Group | 472.80 |
NOVARTIS N | 93.54 |
Compagnie Financi... | 142.10 |