Last price paid | 1.49 | |
Change | +12.88% [ +0.17 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 24.04.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +73.53% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.85 |
Underlying price on issue | 99.26 |
Premium | 0.05% |
Premium p.a. | 0.05% |
Leverage | 5.51 |
Implied volatility | 0.21 |
ISIN | CH1305152279 |
Symbol | SREYJZ |
Security | 130515227 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 100.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 17.04.2024 |
Premium | 4.60% |
Premium p.a. | 5.40% |
Leverage | 7.44 |
Implied volatility | 21.00% |
Moneyness | in-the-money |
Leverage | 5.5071 |
Delta | 0.7405 |
Gamma | 0.0015 |
Theta | -0.0014 |
Rho | 0.0567 |
Vega | 0.0328 |
Fair value | 0.51 |
Intrinsic value | n.a. |
Break-even | 114.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 83.88 |
ABB Ltd | 48.24 |
Alcon AG | 80.86 |
NOVARTIS N | 93.75 |
Sika AG | 282.60 |
Name | Price |
---|---|
SONOVA HLDG N | 282.00 |
Lonza Group | 513.00 |
Compagnie Financi... | 143.10 |
Nestlé SA | 95.66 |
KUEHNE & NAGEL | 245.70 |