Last price paid | 0.24 | |
Change | +60.00% [ +0.09 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 23.03.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +88.46% |
Year to date (YTD) | +380.00% |
1 month | +336.36% |
3 months | +220.00% |
1 year | +118.18% |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 89.10 |
Premium | 0.01% |
Premium p.a. | 0.08% |
Leverage | 14.19 |
Implied volatility | 0.19 |
ISIN | CH1250716102 |
Symbol | SREFEZ |
Security | 125071610 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 105.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 25 |
Value day | 16.03.2023 |
Premium | 0.93% |
Premium p.a. | 8.09% |
Leverage | 17.98 |
Implied volatility | 18.65% |
Moneyness | in-the-money |
Leverage | 14.1880 |
Delta | 0.7893 |
Gamma | 0.0017 |
Theta | -0.0011 |
Rho | 0.0037 |
Vega | 0.0043 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 111.13 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |