Last price paid | 0.23 | |
Change | +4.55% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 21.05.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -47.78% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.45 |
Underlying price on issue | 105.53 |
Premium | 0.08% |
Premium p.a. | 0.24% |
Leverage | 12.73 |
Implied volatility | 0.21 |
ISIN | CH1338501252 |
Symbol | SREMNZ |
Security | 133850125 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 105.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 13.05.2024 |
Premium | 8.18% |
Premium p.a. | 24.49% |
Leverage | 47.57 |
Implied volatility | 20.93% |
Moneyness | out-of-the-money |
Leverage | 12.7340 |
Delta | -0.2677 |
Gamma | 0.0024 |
Theta | -0.0017 |
Rho | -0.0108 |
Vega | 0.0213 |
Fair value | 0.24 |
Intrinsic value | n.a. |
Break-even | 102.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 111.85 |
LOGITECH INT. | 86.76 |
SONOVA HLDG N | 287.60 |
SWISSCOM N | 490.60 |
ZURICH INSURANCE | 467.50 |
Name | Price |
---|---|
Lonza Group | 489.30 |
UBS | 27.98 |
GEBERIT N | 555.40 |
Swiss Life Hldg | 626.00 |
Sika AG | 274.10 |