Last price paid | 0.42 | |
Change | -14.29% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +50.00% |
Year to date (YTD) | +121.05% |
1 month | -14.29% |
3 months | +7.69% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 94.44 |
Premium | 0.01% |
Premium p.a. | 0.08% |
Leverage | 9.84 |
Implied volatility | 0.25 |
ISIN | CH1268391872 |
Symbol | SRE3ZZ |
Security | 126839187 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 96.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 20.09.2023 |
Premium | 1.01% |
Premium p.a. | 8.40% |
Leverage | 11.91 |
Implied volatility | 25.23% |
Moneyness | in-the-money |
Leverage | 9.8355 |
Delta | 0.8256 |
Gamma | 0.0014 |
Theta | -0.0015 |
Rho | 0.0046 |
Vega | 0.0046 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 104.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 521.40 |
SONOVA HLDG N | 291.50 |
Sika AG | 281.60 |
ROCHE GS | 227.00 |
Partners Group Ho... | 1'261.50 |
Name | Price |
---|---|
Compagnie Financi... | 135.10 |
Nestlé SA | 94.40 |
NOVARTIS N | 93.40 |
Givaudan | 4'065.00 |
Alcon AG | 79.96 |