Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 02.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 25.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -83.33% |
Year to date (YTD) | n.a. |
1 month | -86.36% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 114.33 |
Premium | 0.09% |
Premium p.a. | 0.80% |
Leverage | 40.79 |
Implied volatility | 0.17 |
ISIN | CH1305145323 |
Symbol | SREKBZ |
Security | 130514532 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 120.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 18.03.2024 |
Premium | 9.17% |
Premium p.a. | 79.72% |
Leverage | 550.50 |
Implied volatility | 16.80% |
Moneyness | out-of-the-money |
Leverage | 40.7886 |
Delta | 0.0741 |
Gamma | 0.0022 |
Theta | -0.0011 |
Rho | 0.0009 |
Vega | 0.0052 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 120.20 |
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 |