Last price paid | 0.25 | |
Change | -3.85% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 25.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -37.18% |
Year to date (YTD) | n.a. |
1 month | -51.92% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 114.33 |
Premium | 0.08% |
Premium p.a. | 0.13% |
Leverage | 8.47 |
Implied volatility | 0.21 |
ISIN | CH1305145414 |
Symbol | SREHOZ |
Security | 130514541 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 110.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 18.03.2024 |
Premium | 7.52% |
Premium p.a. | 12.89% |
Leverage | 23.19 |
Implied volatility | 20.62% |
Moneyness | out-of-the-money |
Leverage | 8.4712 |
Delta | -0.3652 |
Gamma | 0.0010 |
Theta | -0.0007 |
Rho | -0.0135 |
Vega | 0.0163 |
Fair value | 0.25 |
Intrinsic value | n.a. |
Break-even | 105.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |