Last price paid | 1.00 | |
Change | -9.91% [ -0.11 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 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 | +87.74% |
Year to date (YTD) | n.a. |
1 month | +61.29% |
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. | 0.09% |
Leverage | 6.74 |
Implied volatility | 0.21 |
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 | 7.19% |
Premium p.a. | 9.02% |
Leverage | 11.25 |
Implied volatility | 20.92% |
Moneyness | in-the-money |
Leverage | 6.7438 |
Delta | 0.5996 |
Gamma | 0.0018 |
Theta | -0.0016 |
Rho | 0.0456 |
Vega | 0.0386 |
Fair value | 0.80 |
Intrinsic value | n.a. |
Break-even | 119.95 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'362.00 |
Holcim | 80.46 |
GEBERIT N | 551.80 |
Lonza Group | 501.00 |
ABB Ltd | 50.36 |
Name | Price |
---|---|
Nestlé SA | 95.60 |
UBS | 28.03 |
Swiss Re | 112.25 |
ROCHE GS | 239.70 |
Compagnie Financi... | 148.55 |