Last price paid | 0.98 | |
Change | -2.97% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 18.04.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +97.17% |
Year to date (YTD) | n.a. |
1 month | +133.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.53 |
Underlying price on issue | 106.13 |
Premium | 0.07% |
Premium p.a. | 0.08% |
Leverage | 6.73 |
Implied volatility | 0.20 |
ISIN | CH1305151537 |
Symbol | SREKGZ |
Security | 130515153 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 110.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 11.04.2024 |
Premium | 6.59% |
Premium p.a. | 7.94% |
Leverage | 10.81 |
Implied volatility | 19.97% |
Moneyness | in-the-money |
Leverage | 6.7293 |
Delta | 0.6223 |
Gamma | 0.0018 |
Theta | -0.0016 |
Rho | 0.0497 |
Vega | 0.0391 |
Fair value | 0.75 |
Intrinsic value | n.a. |
Break-even | 120.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 486.80 |
Compagnie Financi... | 142.20 |
UBS | 28.03 |
Partners Group Ho... | 1'197.00 |
GEBERIT N | 557.40 |