Last price paid | 0.48 | |
Change | +29.73% [ +0.11 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.08.2024 17:20 |
Fixing | 18.10.2024 |
Settlement date | 26.08.2024 |
Last trading | 18.10.2024 |
Final fixing | 18.10.2024 |
Currency redemption | CHF |
Perf. since issue | +203.13% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 109.93 |
Premium | 0.02% |
Premium p.a. | 0.14% |
Leverage | 14.82 |
Implied volatility | 0.19 |
ISIN | CH1371014486 |
Symbol | SREE0Z |
Security | 137101448 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 25.10.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 116.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zuercher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 19.08.2024 |
Premium | 2.46% |
Premium p.a. | 14.24% |
Leverage | 24.32 |
Implied volatility | 18.86% |
Moneyness | in-the-money |
Leverage | 14.8178 |
Delta | 0.6093 |
Gamma | 0.0041 |
Theta | -0.0030 |
Rho | 0.0116 |
Vega | 0.0188 |
Fair value | 0.29 |
Intrinsic value | n.a. |
Break-even | 120.85 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 117.85 |
SONOVA HLDG N | 298.20 |
KUEHNE & NAGEL | 262.10 |
GEBERIT N | 533.60 |
Holcim | 81.42 |
Name | Price |
---|---|
Lonza Group | 559.40 |
LOGITECH INT. | 77.94 |
NOVARTIS N | 100.40 |
ROCHE GS | 283.20 |
Nestlé SA | 89.54 |