Last price paid | 0.32 | |
Change | 0.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | +150.00% |
Year to date (YTD) | +540.00% |
1 month | +326.67% |
3 months | +100.00% |
1 year | +166.67% |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 89.10 |
Premium | 0.00% |
Premium p.a. | 0.05% |
Leverage | 12.25 |
Implied volatility | 0.21 |
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 | 0.47% |
Premium p.a. | 5.32% |
Leverage | 13.86 |
Implied volatility | 20.51% |
Moneyness | in-the-money |
Leverage | 12.2528 |
Delta | 0.8841 |
Gamma | 0.0011 |
Theta | -0.0010 |
Rho | 0.0032 |
Vega | 0.0026 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 113.13 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 250.90 |
ABB Ltd | 49.82 |
UBS | 28.43 |
Givaudan | 4'252.00 |
Swiss Life Hldg | 634.80 |
Name | Price |
---|---|
LOGITECH INT. | 87.34 |
SONOVA HLDG N | 291.20 |
Lonza Group | 512.80 |
Partners Group Ho... | 1'229.00 |
ROCHE GS | 229.90 |