Last price paid | 0.14 | |
Change | -6.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -41.30% |
Year to date (YTD) | -33.33% |
1 month | -41.67% |
3 months | -50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 29.85 |
Premium | 0.10% |
Premium p.a. | 0.26% |
Leverage | 8.48 |
Implied volatility | 0.25 |
ISIN | CH1281049028 |
Symbol | SRA5BZ |
Security | 128104902 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Stadler Rail N, CH0002178181 |
Underlying ISIN | CH0002178181 |
Strike | 28.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 08.12.2023 |
Premium | 9.66% |
Premium p.a. | 26.12% |
Leverage | 21.85 |
Implied volatility | 24.90% |
Moneyness | out-of-the-money |
Leverage | 8.4751 |
Delta | -0.3879 |
Gamma | 0.0084 |
Theta | -0.0008 |
Rho | -0.0047 |
Vega | 0.0067 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 26.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |