Last price paid | 0.49 | |
Change | -9.26% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.08.2024 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 | +21.25% |
Year to date (YTD) | n.a. |
1 month | +25.64% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.40 |
Underlying price on issue | 111.23 |
Premium | 0.10% |
Premium p.a. | 0.12% |
Leverage | 5.57 |
Implied volatility | 0.20 |
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 | 10.18% |
Premium p.a. | 11.72% |
Leverage | 10.94 |
Implied volatility | 20.30% |
Moneyness | out-of-the-money |
Leverage | 5.5656 |
Delta | -0.5088 |
Gamma | 0.0009 |
Theta | -0.0010 |
Rho | -0.0277 |
Vega | 0.0185 |
Fair value | 0.49 |
Intrinsic value | n.a. |
Break-even | 95.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 26.45 |
SONOVA HLDG N | 287.90 |
Swiss Re | 106.10 |
ZURICH INSURANCE | 473.90 |
Partners Group Ho... | 1'160.50 |
Name | Price |
---|---|
LOGITECH INT. | 76.14 |
Lonza Group | 550.40 |
ROCHE GS | 281.00 |
Nestlé SA | 89.30 |
Alcon AG | 80.64 |