Last price paid | 0.13 | |
Change | +8.33% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 18.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -67.86% |
Year to date (YTD) | n.a. |
1 month | -7.14% |
3 months | -45.83% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.42 |
Underlying price on issue | 109.25 |
Premium | 0.12% |
Premium p.a. | 0.46% |
Leverage | 13.85 |
Implied volatility | 0.25 |
ISIN | CH1305144375 |
Symbol | SRE57Z |
Security | 130514437 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 100.00 |
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 | 11.80% |
Premium p.a. | 46.32% |
Leverage | 82.85 |
Implied volatility | 25.38% |
Moneyness | out-of-the-money |
Leverage | 13.8466 |
Delta | -0.1671 |
Gamma | 0.0017 |
Theta | -0.0018 |
Rho | -0.0051 |
Vega | 0.0141 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 98.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 491.90 |
KUEHNE & NAGEL | 260.90 |
SONOVA HLDG N | 274.10 |
Sika AG | 259.20 |
NOVARTIS N | 96.19 |
Name | Price |
---|---|
Compagnie Financi... | 142.35 |
SWISSCOM N | 500.50 |
ROCHE GS | 250.90 |
Nestlé SA | 93.04 |
UBS | 26.28 |