Last price paid | n.a. | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 17.05.2024 |
Settlement date | 03.04.2024 |
Last trading | 17.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
Perf. since issue | -94.17% |
Year to date (YTD) | n.a. |
1 month | -95.24% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 114.78 |
Premium | 0.06% |
Premium p.a. | 2.20% |
Leverage | 66.34 |
Implied volatility | 0.22 |
ISIN | CH1305148822 |
Symbol | SRE7XZ |
Security | 130514882 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 116.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 25.03.2024 |
Premium | 6.03% |
Premium p.a. | 220.17% |
Leverage | 1'042.86 |
Implied volatility | 22.15% |
Moneyness | out-of-the-money |
Leverage | 66.3373 |
Delta | 0.0636 |
Gamma | 0.0030 |
Theta | -0.0024 |
Rho | 0.0002 |
Vega | 0.0022 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 116.11 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.30 |
ROCHE GS | 229.20 |
Givaudan | 4'220.00 |
Sika AG | 276.00 |
LOGITECH INT. | 86.88 |
Name | Price |
---|---|
Lonza Group | 489.40 |
UBS | 28.07 |
KUEHNE & NAGEL | 249.20 |
Alcon AG | 80.24 |
Holcim | 79.34 |