Last price paid | 0.44 | |
Change | -4.35% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.07.2024 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 | +8.75% |
Year to date (YTD) | n.a. |
1 month | +12.82% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.40 |
Underlying price on issue | 111.23 |
Premium | 0.12% |
Premium p.a. | 0.13% |
Leverage | 5.60 |
Implied volatility | 0.21 |
ISIN | CH1338504843 |
Symbol | SRE06Z |
Security | 133850484 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 105.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 22.05.2024 |
Premium | 11.69% |
Premium p.a. | 12.85% |
Leverage | 12.53 |
Implied volatility | 21.27% |
Moneyness | out-of-the-money |
Leverage | 5.5959 |
Delta | -0.4464 |
Gamma | 0.0008 |
Theta | -0.0009 |
Rho | -0.0261 |
Vega | 0.0195 |
Fair value | 0.44 |
Intrinsic value | n.a. |
Break-even | 96.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 269.10 |
GEBERIT N | 559.60 |
Swiss Re | 109.05 |
ZURICH INSURANCE | 484.30 |
Holcim | 82.04 |
Name | Price |
---|---|
SONOVA HLDG N | 266.50 |
Alcon AG | 82.92 |
UBS | 26.70 |
ROCHE GS | 285.50 |
Partners Group Ho... | 1'171.50 |