Last price paid | 0.21 | |
Change | -4.55% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 19.04.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -51.14% |
Year to date (YTD) | n.a. |
1 month | -52.27% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.44 |
Underlying price on issue | 106.70 |
Premium | 0.20% |
Premium p.a. | 0.24% |
Leverage | 7.76 |
Implied volatility | 0.25 |
ISIN | CH1305151669 |
Symbol | SREMRZ |
Security | 130515166 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 92.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 12.04.2024 |
Premium | 19.63% |
Premium p.a. | 23.57% |
Leverage | 52.00 |
Implied volatility | 24.60% |
Moneyness | out-of-the-money |
Leverage | 7.7628 |
Delta | -0.1493 |
Gamma | 0.0009 |
Theta | -0.0009 |
Rho | -0.0157 |
Vega | 0.0237 |
Fair value | 0.22 |
Intrinsic value | n.a. |
Break-even | 89.85 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.60 |
ZURICH INSURANCE | 469.20 |
SWISSCOM N | 491.80 |
ABB Ltd | 49.59 |
LOGITECH INT. | 86.86 |
Name | Price |
---|---|
Lonza Group | 487.70 |
GEBERIT N | 556.40 |
Alcon AG | 80.30 |
Compagnie Financi... | 142.85 |
Swiss Life Hldg | 627.60 |