Last price paid | 0.13 | |
Change | -7.14% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 575'000.00 Unit | |
Date/time | 24.05.2024 17:15 |
Fixing | 21.06.2024 |
Settlement date | 13.01.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -10.71% |
Year to date (YTD) | +333.33% |
1 month | +271.43% |
3 months | +73.33% |
1 year | +62.50% |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 93.76 |
Premium | 0.01% |
Premium p.a. | 0.13% |
Leverage | 23.73 |
Implied volatility | 0.15 |
ISIN | CH1235752362 |
Symbol | SREMAZ |
Security | 123575236 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 110.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 25 |
Value day | 06.01.2023 |
Premium | 1.14% |
Premium p.a. | 13.00% |
Leverage | 35.79 |
Implied volatility | 15.07% |
Moneyness | in-the-money |
Leverage | 23.7274 |
Delta | 0.6629 |
Gamma | 0.0029 |
Theta | -0.0013 |
Rho | 0.0025 |
Vega | 0.0048 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 113.13 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 247.80 |
ABB Ltd | 49.63 |
UBS | 28.25 |
Swiss Life Hldg | 632.40 |
Alcon AG | 82.18 |
Name | Price |
---|---|
SONOVA HLDG N | 290.40 |
Lonza Group | 509.80 |
Partners Group Ho... | 1'224.50 |
Givaudan | 4'204.00 |
LOGITECH INT. | 87.90 |