Last price paid | 0.16 | |
Change | -5.88% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | -63.10% |
Year to date (YTD) | n.a. |
1 month | -70.37% |
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. | 0.32% |
Leverage | 13.31 |
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 | 11.07% |
Premium p.a. | 31.56% |
Leverage | 71.42 |
Implied volatility | 21.83% |
Moneyness | out-of-the-money |
Leverage | 13.3086 |
Delta | -0.1863 |
Gamma | 0.0019 |
Theta | -0.0014 |
Rho | -0.0078 |
Vega | 0.0176 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 98.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 291.50 |
LOGITECH INT. | 86.32 |
Alcon AG | 82.44 |
Holcim | 79.02 |
GEBERIT N | 561.40 |
Name | Price |
---|---|
Compagnie Financi... | 140.60 |
Swiss Life Hldg | 616.40 |
ROCHE GS | 231.90 |
NOVARTIS N | 93.16 |
ABB Ltd | 48.11 |