Last price paid | 0.56 | |
Change | +33.33% [ +0.14 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 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 | +109.26% |
Year to date (YTD) | +194.74% |
1 month | +93.10% |
3 months | +60.00% |
1 year | +124.00% |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 89.10 |
Premium | 0.00% |
Premium p.a. | 0.03% |
Leverage | 7.16 |
Implied volatility | 0.27 |
ISIN | CH1250716094 |
Symbol | SRELQZ |
Security | 125071609 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 94.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 25 |
Value day | 16.03.2023 |
Premium | 0.39% |
Premium p.a. | 3.35% |
Leverage | 7.62 |
Implied volatility | 26.66% |
Moneyness | in-the-money |
Leverage | 7.1609 |
Delta | 0.9392 |
Gamma | 0.0005 |
Theta | -0.0007 |
Rho | 0.0041 |
Vega | 0.0018 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 108.13 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |