Last price paid | 0.21 | |
Change | -4.55% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 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 | -48.86% |
Year to date (YTD) | n.a. |
1 month | -47.50% |
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. | 0.25% |
Leverage | 7.54 |
Implied volatility | 0.26 |
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 | 19.94% |
Premium p.a. | 25.01% |
Leverage | 49.82 |
Implied volatility | 25.71% |
Moneyness | out-of-the-money |
Leverage | 7.5450 |
Delta | -0.1514 |
Gamma | 0.0009 |
Theta | -0.0010 |
Rho | -0.0153 |
Vega | 0.0235 |
Fair value | 0.23 |
Intrinsic value | n.a. |
Break-even | 89.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'369.00 |
Holcim | 80.76 |
Sika AG | 270.90 |
Lonza Group | 500.00 |
KUEHNE & NAGEL | 268.10 |
Name | Price |
---|---|
Nestlé SA | 96.54 |
UBS | 28.07 |
Swiss Re | 112.30 |
ROCHE GS | 240.10 |
Compagnie Financi... | 148.60 |