Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 18.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -91.46% |
Year to date (YTD) | n.a. |
1 month | -93.22% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 109.28 |
Premium | 0.08% |
Premium p.a. | 0.90% |
Leverage | 32.48 |
Implied volatility | 0.22 |
ISIN | CH1305144516 |
Symbol | SREP6Z |
Security | 130514451 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 104.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 11.03.2024 |
Premium | 7.87% |
Premium p.a. | 89.73% |
Leverage | 321.43 |
Implied volatility | 21.58% |
Moneyness | out-of-the-money |
Leverage | 32.4808 |
Delta | -0.1011 |
Gamma | 0.0024 |
Theta | -0.0019 |
Rho | -0.0010 |
Vega | 0.0058 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 103.65 |
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 |