Last price paid | 0.10 | |
Change | +100.00% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 25.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -77.14% |
Year to date (YTD) | n.a. |
1 month | -81.82% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 114.33 |
Premium | 0.02% |
Premium p.a. | 0.65% |
Leverage | 46.58 |
Implied volatility | 0.18 |
ISIN | CH1305145372 |
Symbol | SREE1Z |
Security | 130514537 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 108.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 18.03.2024 |
Premium | 1.97% |
Premium p.a. | 65.24% |
Leverage | 136.69 |
Implied volatility | 18.45% |
Moneyness | out-of-the-money |
Leverage | 46.5817 |
Delta | -0.3408 |
Gamma | 0.0104 |
Theta | -0.0058 |
Rho | -0.0011 |
Vega | 0.0069 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 107.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.34 |
ABB Ltd | 50.26 |
Swiss Life Hldg | 636.40 |
Holcim | 80.44 |
ZURICH INSURANCE | 473.60 |
Name | Price |
---|---|
Compagnie Financi... | 141.60 |
NOVARTIS N | 93.72 |
ROCHE GS | 244.30 |
Alcon AG | 79.42 |
Lonza Group | 475.40 |