Last price paid | 0.30 | |
Change | -3.23% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 8'000.00 Unit | |
Date/time | 21.05.2024 17:15 |
Fixing | 20.09.2024 |
Settlement date | 19.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +142.31% |
Year to date (YTD) | +300.00% |
1 month | +200.00% |
3 months | +150.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 98.81 |
Premium | 0.04% |
Premium p.a. | 0.10% |
Leverage | 10.76 |
Implied volatility | 0.18 |
ISIN | CH1281051917 |
Symbol | SRE6VZ |
Security | 128105191 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 108.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 12.12.2023 |
Premium | 3.67% |
Premium p.a. | 10.39% |
Leverage | 17.50 |
Implied volatility | 18.42% |
Moneyness | in-the-money |
Leverage | 10.7584 |
Delta | 0.6148 |
Gamma | 0.0016 |
Theta | -0.0010 |
Rho | 0.0109 |
Vega | 0.0125 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 114.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.46 |
LOGITECH INT. | 83.96 |
UBS | 27.70 |
NOVARTIS N | 93.89 |
Alcon AG | 80.44 |
Name | Price |
---|---|
Lonza Group | 507.80 |
SONOVA HLDG N | 281.30 |
Nestlé SA | 95.30 |
KUEHNE & NAGEL | 244.80 |
ROCHE GS | 234.40 |