Last price paid | 0.38 | |
Change | +2.70% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.06.2024 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 | +12.16% |
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 | 6.20 |
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 | 9.16% |
Premium p.a. | 8.98% |
Leverage | 13.61 |
Implied volatility | 24.72% |
Moneyness | out-of-the-money |
Leverage | 6.1956 |
Delta | 0.4553 |
Gamma | 0.0007 |
Theta | -0.0005 |
Rho | 0.0162 |
Vega | 0.0215 |
Fair value | 0.42 |
Intrinsic value | n.a. |
Break-even | 123.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 261.40 |
Partners Group Ho... | 1'175.00 |
Swiss Re | 112.90 |
Holcim | 82.56 |
GEBERIT N | 543.80 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.20 |
Compagnie Financi... | 139.85 |
NOVARTIS N | 93.62 |
Nestlé SA | 94.42 |
ROCHE GS | 249.70 |