Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 27.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -89.39% |
Year to date (YTD) | -84.62% |
1 month | -60.00% |
3 months | -66.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 94.44 |
Premium | 0.21% |
Premium p.a. | 0.57% |
Leverage | 12.12 |
Implied volatility | 0.28 |
ISIN | CH1268391922 |
Symbol | SREOOZ |
Security | 126839192 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 88.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 20.09.2023 |
Premium | 20.71% |
Premium p.a. | 56.83% |
Leverage | 157.29 |
Implied volatility | 28.38% |
Moneyness | out-of-the-money |
Leverage | 12.1156 |
Delta | -0.0770 |
Gamma | 0.0004 |
Theta | -0.0005 |
Rho | -0.0017 |
Vega | 0.0048 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 87.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |