Last price paid | 0.16 | |
Change | -5.88% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 26.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -29.55% |
Year to date (YTD) | n.a. |
1 month | -30.43% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 28.00 |
Premium | 0.17% |
Premium p.a. | 0.20% |
Leverage | 5.34 |
Implied volatility | 0.28 |
ISIN | CH1305146420 |
Symbol | SRAZNZ |
Security | 130514642 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Stadler Rail N, CH0002178181 |
Underlying ISIN | CH0002178181 |
Strike | 26.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 19.03.2024 |
Premium | 17.26% |
Premium p.a. | 19.94% |
Leverage | 19.06 |
Implied volatility | 27.91% |
Moneyness | out-of-the-money |
Leverage | 5.3367 |
Delta | -0.2799 |
Gamma | 0.0043 |
Theta | -0.0004 |
Rho | -0.0084 |
Vega | 0.0091 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 24.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 108.40 |
ROCHE GS | 236.50 |
ZURICH INSURANCE | 463.90 |
Swiss Life Hldg | 662.00 |
Partners Group Ho... | 1'286.00 |
Name | Price |
---|---|
ABB Ltd | 47.80 |
NOVARTIS N | 92.73 |
Compagnie Financi... | 135.75 |
LOGITECH INT. | 80.16 |
Lonza Group | 529.60 |