Last price paid | 0.55 | |
Change | +14.58% [ +0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 11.05.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +152.27% |
Year to date (YTD) | +223.53% |
1 month | +83.33% |
3 months | +111.54% |
1 year | +161.90% |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 89.38 |
Premium | 0.03% |
Premium p.a. | 0.05% |
Leverage | 6.07 |
Implied volatility | 0.21 |
ISIN | CH1250730012 |
Symbol | SRELLZ |
Security | 125073001 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 100.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 25 |
Value day | 04.05.2023 |
Premium | 3.43% |
Premium p.a. | 5.35% |
Leverage | 7.94 |
Implied volatility | 20.81% |
Moneyness | in-the-money |
Leverage | 6.0700 |
Delta | 0.7649 |
Gamma | 0.0007 |
Theta | -0.0006 |
Rho | 0.0180 |
Vega | 0.0108 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 113.88 |
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 |