Last price paid | 0.21 | |
Change | +10.53% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.12.2022 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +115.00% |
Year to date (YTD) | +147.06% |
1 month | -34.38% |
3 months | -4.55% |
1 year | +23.53% |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 85.16 |
Premium | 0.02% |
Premium p.a. | 0.13% |
Leverage | 13.62 |
Implied volatility | 0.22 |
ISIN | CH1235745812 |
Symbol | SRELOZ |
Security | 123574581 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 100.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 25 |
Value day | 05.12.2022 |
Premium | 1.62% |
Premium p.a. | 13.40% |
Leverage | 19.29 |
Implied volatility | 21.69% |
Moneyness | in-the-money |
Leverage | 13.6180 |
Delta | 0.7059 |
Gamma | 0.0018 |
Theta | -0.0013 |
Rho | 0.0033 |
Vega | 0.0050 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 105.38 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |