Last price paid | 0.08 | |
Change | +6.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.09.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 29.05.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | 0.00% |
Year to date (YTD) | n.a. |
1 month | -5.88% |
3 months | -5.88% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 111.23 |
Premium | 0.20% |
Premium p.a. | 0.27% |
Leverage | 10.94 |
Implied volatility | 0.22 |
ISIN | CH1338504785 |
Symbol | SREMCZ |
Security | 133850478 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 140.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 22.05.2024 |
Premium | 20.46% |
Premium p.a. | 27.35% |
Leverage | 73.47 |
Implied volatility | 22.03% |
Moneyness | out-of-the-money |
Leverage | 10.9352 |
Delta | 0.1488 |
Gamma | 0.0005 |
Theta | -0.0004 |
Rho | 0.0049 |
Vega | 0.0116 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 141.60 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.40 |
SONOVA HLDG N | 304.20 |
Sika AG | 282.10 |
Alcon AG | 84.44 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.80 |
ABB Ltd | 49.76 |
Lonza Group | 538.80 |
Givaudan | 4'597.00 |
Swiss Re | 117.40 |