Last price paid | 0.05 | |
Change | -9.09% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 14.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -79.55% |
Year to date (YTD) | -80.00% |
1 month | -50.00% |
3 months | -54.55% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 98.73 |
Premium | 0.26% |
Premium p.a. | 0.42% |
Leverage | 9.13 |
Implied volatility | 0.28 |
ISIN | CH1281047998 |
Symbol | SREZSZ |
Security | 128104799 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 84.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 07.12.2023 |
Premium | 26.03% |
Premium p.a. | 41.86% |
Leverage | 124.83 |
Implied volatility | 28.44% |
Moneyness | out-of-the-money |
Leverage | 9.1327 |
Delta | -0.0732 |
Gamma | 0.0003 |
Theta | -0.0004 |
Rho | -0.0028 |
Vega | 0.0061 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 83.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |