Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 23.03.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -95.68% |
Year to date (YTD) | -62.50% |
1 month | n.a. |
3 months | -50.00% |
1 year | -91.18% |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 89.10 |
Premium | 0.30% |
Premium p.a. | 2.47% |
Leverage | 12.19 |
Implied volatility | 0.57 |
ISIN | CH1250716078 |
Symbol | SREJNZ |
Security | 125071607 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 72.00 |
C/P type | put |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 25 |
Value day | 16.03.2023 |
Premium | 30.43% |
Premium p.a. | 246.81% |
Leverage | 434.32 |
Implied volatility | 56.81% |
Moneyness | out-of-the-money |
Leverage | 12.1899 |
Delta | -0.0281 |
Gamma | 0.0001 |
Theta | -0.0006 |
Rho | -0.0002 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 71.76 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 79.94 |
SONOVA HLDG N | 285.80 |
LOGITECH INT. | 80.50 |
Compagnie Financi... | 136.40 |
Partners Group Ho... | 1'251.50 |
Name | Price |
---|---|
Lonza Group | 507.40 |
ROCHE GS | 224.60 |
Swiss Re | 103.40 |
Givaudan | 4'066.00 |
SWISSCOM N | 502.00 |