Last price paid | 0.74 | |
Change | -2.63% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2025 17:20 |
Fixing | 19.06.2026 |
Settlement date | 11.04.2025 |
Last trading | 19.06.2026 |
Final fixing | 19.06.2026 |
Currency redemption | CHF |
Perf. since issue | -46.35% |
Year to date (YTD) | n.a. |
1 month | -42.64% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.37 |
Underlying price on issue | 140.00 |
Premium | 0.18% |
Premium p.a. | 0.16% |
Leverage | 3.68 |
Implied volatility | 0.31 |
ISIN | CH1415404263 |
Symbol | SUNRMZ |
Security | 141540426 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.06.2026 |
Underlying | Sulzer N, CH0038388911 |
Underlying ISIN | CH0038388911 |
Strike | 140.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zuercher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 04.04.2025 |
Premium | 18.10% |
Premium p.a. | 16.14% |
Leverage | 10.41 |
Implied volatility | 31.04% |
Moneyness | out-of-the-money |
Leverage | 3.6774 |
Delta | -0.3533 |
Gamma | 0.0004 |
Theta | -0.0013 |
Rho | -0.0382 |
Vega | 0.0294 |
Fair value | 0.74 |
Intrinsic value | n.a. |
Break-even | 125.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 165.65 |
SONOVA HLDG N | 282.70 |
Alcon AG | 74.88 |
KUEHNE & NAGEL | 194.50 |
Swiss Life Hldg | 808.20 |
Name | Price |
---|---|
LOGITECH INT. | 72.12 |
Swiss Re | 148.40 |
Partners Group Ho... | 1'182.50 |
Nestlé SA | 86.48 |
Givaudan | 4'090.00 |