Last price paid | 0.69 | |
Change | +2.99% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 27.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -14.20% |
Year to date (YTD) | n.a. |
1 month | -49.64% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.81 |
Underlying price on issue | 115.83 |
Premium | 0.08% |
Premium p.a. | 0.09% |
Leverage | 6.46 |
Implied volatility | 0.21 |
ISIN | CH1305147436 |
Symbol | SREFNZ |
Security | 130514743 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 110.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 20.03.2024 |
Premium | 7.83% |
Premium p.a. | 9.40% |
Leverage | 16.09 |
Implied volatility | 21.17% |
Moneyness | out-of-the-money |
Leverage | 6.4591 |
Delta | -0.4015 |
Gamma | 0.0018 |
Theta | -0.0011 |
Rho | -0.0432 |
Vega | 0.0395 |
Fair value | 0.70 |
Intrinsic value | n.a. |
Break-even | 103.05 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |