Last price paid | 0.075 | |
Change | +50.00% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 23.10.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | 0.00% |
Year to date (YTD) | +150.00% |
1 month | +114.29% |
3 months | +87.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 98.12 |
Premium | 0.10% |
Premium p.a. | 0.29% |
Leverage | 16.69 |
Implied volatility | 0.18 |
ISIN | CH1281034152 |
Symbol | SRE3VZ |
Security | 128103415 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 120.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 16.10.2023 |
Premium | 10.45% |
Premium p.a. | 28.66% |
Leverage | 68.81 |
Implied volatility | 17.72% |
Moneyness | out-of-the-money |
Leverage | 16.6892 |
Delta | 0.2425 |
Gamma | 0.0013 |
Theta | -0.0007 |
Rho | 0.0046 |
Vega | 0.0104 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 121.60 |
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 |