Last price paid | 0.10 | |
Change | +17.65% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 23.10.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +31.25% |
Year to date (YTD) | +233.33% |
1 month | n.a. |
3 months | +81.82% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 98.12 |
Premium | 0.09% |
Premium p.a. | 0.26% |
Leverage | 15.72 |
Implied volatility | 0.18 |
ISIN | CH1281034152 |
Symbol | SRE3VZ |
Security | 128103415 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 120.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 16.10.2023 |
Premium | 8.97% |
Premium p.a. | 25.98% |
Leverage | 53.36 |
Implied volatility | 18.15% |
Moneyness | out-of-the-money |
Leverage | 15.7240 |
Delta | 0.2947 |
Gamma | 0.0014 |
Theta | -0.0009 |
Rho | 0.0053 |
Vega | 0.0113 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 122.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |