Last price paid | 0.29 | |
Change | +7.41% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 25.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Issue price | 0.53 |
Underlying price on issue | 114.33 |
Premium | 0.06% |
Premium p.a. | 0.25% |
Leverage | 12.98 |
Implied volatility | 0.22 |
ISIN | CH1305145380 |
Symbol | SRETIZ |
Security | 130514538 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
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 | 6.32% |
Premium p.a. | 24.80% |
Leverage | 40.85 |
Implied volatility | 21.46% |
Moneyness | out-of-the-money |
Leverage | 13.3094 |
Delta | -0.3258 |
Gamma | 0.0030 |
Theta | -0.0022 |
Rho | -0.0100 |
Vega | 0.0204 |
Fair value | 0.28 |
Intrinsic value | n.a. |
Break-even | 105.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 264.00 |
Lonza Group | 491.60 |
Sika AG | 261.00 |
SONOVA HLDG N | 275.40 |
GEBERIT N | 545.40 |
Name | Price |
---|---|
Compagnie Financi... | 143.70 |
ZURICH INSURANCE | 483.40 |
SWISSCOM N | 505.00 |
Swiss Re | 112.35 |
ROCHE GS | 253.20 |