Last price paid | 0.37 | |
Change | +12.12% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 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 | -14.44% |
Year to date (YTD) | n.a. |
1 month | -27.45% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.45 |
Underlying price on issue | 115.80 |
Premium | 0.14% |
Premium p.a. | 0.17% |
Leverage | 7.19 |
Implied volatility | 0.24 |
ISIN | CH1305147279 |
Symbol | SRENQZ |
Security | 130514727 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 100.00 |
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 | 13.69% |
Premium p.a. | 17.23% |
Leverage | 28.94 |
Implied volatility | 23.52% |
Moneyness | out-of-the-money |
Leverage | 7.1877 |
Delta | -0.2484 |
Gamma | 0.0014 |
Theta | -0.0011 |
Rho | -0.0250 |
Vega | 0.0314 |
Fair value | 0.39 |
Intrinsic value | n.a. |
Break-even | 96.15 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 241.30 |
Partners Group Ho... | 1'167.00 |
SONOVA HLDG N | 288.00 |
Givaudan | 4'354.00 |
NOVARTIS N | 94.05 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 89.56 |
ZURICH INSURANCE | 471.00 |
Nestlé SA | 94.72 |
UBS | 27.79 |