Last price paid | 0.41 | |
Change | +7.89% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 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 | +9.46% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 111.23 |
Premium | 0.09% |
Premium p.a. | 0.09% |
Leverage | 6.21 |
Implied volatility | 0.25 |
ISIN | CH1338504959 |
Symbol | SRE47Z |
Security | 133850495 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 115.00 |
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 | 9.47% |
Premium p.a. | 9.31% |
Leverage | 13.88 |
Implied volatility | 24.91% |
Moneyness | out-of-the-money |
Leverage | 6.2110 |
Delta | 0.4474 |
Gamma | 0.0007 |
Theta | -0.0005 |
Rho | 0.0158 |
Vega | 0.0214 |
Fair value | 0.41 |
Intrinsic value | n.a. |
Break-even | 123.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |