Last price paid | 0.90 | |
Change | -2.17% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 19.12.2025 |
Settlement date | 13.05.2024 |
Last trading | 19.12.2025 |
Final fixing | 19.12.2025 |
Currency redemption | CHF |
Perf. since issue | +75.96% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.52 |
Underlying price on issue | 100.18 |
Premium | 0.05% |
Premium p.a. | 0.03% |
Leverage | 4.05 |
Implied volatility | 0.26 |
ISIN | CH1338496685 |
Symbol | SREVLZ |
Security | 133849668 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 05.01.2026 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 100.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 03.05.2024 |
Premium | 5.34% |
Premium p.a. | 3.30% |
Leverage | 6.14 |
Implied volatility | 25.55% |
Moneyness | in-the-money |
Leverage | 4.0532 |
Delta | 0.6605 |
Gamma | 0.0006 |
Theta | -0.0004 |
Rho | 0.0300 |
Vega | 0.0241 |
Fair value | 0.30 |
Intrinsic value | n.a. |
Break-even | 118.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.55 |
Givaudan | 4'232.00 |
ZURICH INSURANCE | 468.60 |
Nestlé SA | 91.58 |
ABB Ltd | 49.53 |
Name | Price |
---|---|
Lonza Group | 484.10 |
UBS | 28.00 |
Compagnie Financi... | 142.25 |
Alcon AG | 80.34 |
Partners Group Ho... | 1'199.00 |