Last price paid | 0.28 | |
Change | +3.70% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 27.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +159.09% |
Year to date (YTD) | +366.67% |
1 month | +133.33% |
3 months | +86.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 94.44 |
Premium | 0.04% |
Premium p.a. | 0.12% |
Leverage | 11.28 |
Implied volatility | 0.19 |
ISIN | CH1268391823 |
Symbol | SRE8OZ |
Security | 126839182 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 110.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 20.09.2023 |
Premium | 4.09% |
Premium p.a. | 11.86% |
Leverage | 19.50 |
Implied volatility | 18.53% |
Moneyness | in-the-money |
Leverage | 11.2778 |
Delta | 0.5784 |
Gamma | 0.0016 |
Theta | -0.0011 |
Rho | 0.0101 |
Vega | 0.0128 |
Fair value | 0.23 |
Intrinsic value | n.a. |
Break-even | 115.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 515.60 |
Partners Group Ho... | 1'228.50 |
Compagnie Financi... | 143.10 |
KUEHNE & NAGEL | 244.70 |
Givaudan | 4'247.00 |
Name | Price |
---|---|
NOVARTIS N | 91.38 |
LOGITECH INT. | 87.00 |
Alcon AG | 81.94 |
Sika AG | 281.10 |
SONOVA HLDG N | 295.30 |