Last price paid | 0.05 | |
Change | -16.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 30'000.00 Unit | |
Date/time | 24.05.2024 17:15 |
Fixing | 21.06.2024 |
Settlement date | 12.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -31.25% |
Year to date (YTD) | +150.00% |
1 month | +400.00% |
3 months | +25.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 92.92 |
Premium | 0.03% |
Premium p.a. | 0.29% |
Leverage | 32.85 |
Implied volatility | 0.15 |
ISIN | CH1268368326 |
Symbol | SRE2AZ |
Security | 126836832 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 114.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 25 |
Value day | 05.06.2023 |
Premium | 2.56% |
Premium p.a. | 29.15% |
Leverage | 81.82 |
Implied volatility | 14.81% |
Moneyness | out-of-the-money |
Leverage | 32.8465 |
Delta | 0.4015 |
Gamma | 0.0031 |
Theta | -0.0013 |
Rho | 0.0015 |
Vega | 0.0051 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 115.38 |
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 |