Last price paid | 0.02 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 19.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -94.44% |
Year to date (YTD) | -94.44% |
1 month | -81.82% |
3 months | -86.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 98.81 |
Premium | 0.15% |
Premium p.a. | 1.44% |
Leverage | 21.31 |
Implied volatility | 0.33 |
ISIN | CH1281051925 |
Symbol | SRE88Z |
Security | 128105192 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 94.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 12.12.2023 |
Premium | 15.01% |
Premium p.a. | 144.19% |
Leverage | 367.50 |
Implied volatility | 32.79% |
Moneyness | out-of-the-money |
Leverage | 21.3138 |
Delta | -0.0580 |
Gamma | 0.0005 |
Theta | -0.0009 |
Rho | -0.0003 |
Vega | 0.0021 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 93.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 83.42 |
ABB Ltd | 47.97 |
Partners Group Ho... | 1'272.00 |
Sika AG | 283.70 |
Holcim | 78.90 |
Name | Price |
---|---|
SONOVA HLDG N | 280.60 |
Nestlé SA | 95.62 |
Swiss Re | 109.40 |
SWISSCOM N | 501.00 |
Lonza Group | 528.20 |