Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.07.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -95.65% |
Year to date (YTD) | -87.50% |
1 month | n.a. |
3 months | -70.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 91.58 |
Premium | 0.19% |
Premium p.a. | 1.60% |
Leverage | 18.08 |
Implied volatility | 0.37 |
ISIN | CH1268378804 |
Symbol | SRE7OZ |
Security | 126837880 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 84.00 |
C/P type | put |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 25 |
Value day | 20.07.2023 |
Premium | 19.32% |
Premium p.a. | 160.23% |
Leverage | 415.20 |
Implied volatility | 37.29% |
Moneyness | out-of-the-money |
Leverage | 18.0767 |
Delta | -0.0435 |
Gamma | 0.0003 |
Theta | -0.0005 |
Rho | -0.0002 |
Vega | 0.0013 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 83.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 519.00 |
SONOVA HLDG N | 290.00 |
ROCHE GS | 226.30 |
Partners Group Ho... | 1'260.50 |
Sika AG | 280.20 |
Name | Price |
---|---|
Nestlé SA | 94.30 |
Givaudan | 4'058.00 |
Alcon AG | 79.80 |
Compagnie Financi... | 136.30 |
SWISSCOM N | 502.00 |