Last price paid | 0.13 | |
Change | -7.14% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 575'000.00 Unit | |
Date/time | 24.05.2024 17:15 |
Fixing | 21.06.2024 |
Settlement date | 13.01.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +3.57% |
Year to date (YTD) | +333.33% |
1 month | +271.43% |
3 months | +73.33% |
1 year | +62.50% |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 93.76 |
Premium | 0.01% |
Premium p.a. | 0.12% |
Leverage | 21.42 |
Implied volatility | 0.16 |
ISIN | CH1235752362 |
Symbol | SREMAZ |
Security | 123575236 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 110.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 25 |
Value day | 06.01.2023 |
Premium | 1.09% |
Premium p.a. | 12.43% |
Leverage | 31.01 |
Implied volatility | 16.14% |
Moneyness | in-the-money |
Leverage | 21.4188 |
Delta | 0.6908 |
Gamma | 0.0026 |
Theta | -0.0013 |
Rho | 0.0026 |
Vega | 0.0047 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 113.63 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 28.24 |
Swiss Re | 112.35 |
ZURICH INSURANCE | 470.80 |
Swiss Life Hldg | 631.60 |
SWISSCOM N | 492.60 |
Name | Price |
---|---|
LOGITECH INT. | 87.42 |
KUEHNE & NAGEL | 244.20 |
Givaudan | 4'201.00 |
Partners Group Ho... | 1'228.50 |
Lonza Group | 513.40 |