Last price paid | 0.04 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 18.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -86.00% |
Year to date (YTD) | n.a. |
1 month | -88.89% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 106.13 |
Premium | 0.11% |
Premium p.a. | 1.02% |
Leverage | 25.98 |
Implied volatility | 0.25 |
ISIN | CH1305151545 |
Symbol | SRE0BZ |
Security | 130515154 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 98.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 11.04.2024 |
Premium | 10.66% |
Premium p.a. | 102.38% |
Leverage | 312.29 |
Implied volatility | 25.46% |
Moneyness | out-of-the-money |
Leverage | 25.9810 |
Delta | -0.0832 |
Gamma | 0.0017 |
Theta | -0.0018 |
Rho | -0.0010 |
Vega | 0.0054 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 97.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 83.56 |
ABB Ltd | 47.99 |
Alcon AG | 80.74 |
Sika AG | 282.70 |
Partners Group Ho... | 1'261.50 |
Name | Price |
---|---|
SONOVA HLDG N | 279.90 |
Lonza Group | 515.80 |
Compagnie Financi... | 142.75 |
Nestlé SA | 95.72 |
KUEHNE & NAGEL | 245.50 |