Last price paid | 0.05 | |
Change | +11.11% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | -40.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 114.33 |
Premium | 0.24% |
Premium p.a. | 0.40% |
Leverage | 16.26 |
Implied volatility | 0.18 |
ISIN | CH1305145356 |
Symbol | SREVXZ |
Security | 130514535 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 140.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 18.03.2024 |
Premium | 24.31% |
Premium p.a. | 39.98% |
Leverage | 188.50 |
Implied volatility | 18.18% |
Moneyness | out-of-the-money |
Leverage | 16.2594 |
Delta | 0.0863 |
Gamma | 0.0010 |
Theta | -0.0006 |
Rho | 0.0056 |
Vega | 0.0138 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 140.60 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.30 |
Givaudan | 4'240.00 |
ZURICH INSURANCE | 469.80 |
Nestlé SA | 91.84 |
ABB Ltd | 49.70 |
Name | Price |
---|---|
Lonza Group | 486.30 |
Compagnie Financi... | 142.15 |
UBS | 28.07 |
GEBERIT N | 556.80 |
Partners Group Ho... | 1'198.50 |