Last price paid | 0.17 | |
Change | -5.56% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 18.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -60.71% |
Year to date (YTD) | n.a. |
1 month | -72.13% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.42 |
Underlying price on issue | 109.25 |
Premium | 0.11% |
Premium p.a. | 0.31% |
Leverage | 13.04 |
Implied volatility | 0.22 |
ISIN | CH1305144375 |
Symbol | SRE57Z |
Security | 130514437 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 100.00 |
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 | 10.83% |
Premium p.a. | 30.65% |
Leverage | 66.85 |
Implied volatility | 21.88% |
Moneyness | out-of-the-money |
Leverage | 13.0441 |
Delta | -0.1951 |
Gamma | 0.0019 |
Theta | -0.0014 |
Rho | -0.0082 |
Vega | 0.0181 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 98.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.46 |
LOGITECH INT. | 83.96 |
UBS | 27.70 |
NOVARTIS N | 93.89 |
Alcon AG | 80.44 |
Name | Price |
---|---|
Lonza Group | 507.80 |
SONOVA HLDG N | 281.30 |
Nestlé SA | 95.30 |
KUEHNE & NAGEL | 244.80 |
ROCHE GS | 234.40 |