Last price paid | 0.94 | |
Change | +5.62% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 28.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +186.36% |
Year to date (YTD) | +224.14% |
1 month | +84.31% |
3 months | +49.21% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 96.09 |
Premium | 0.03% |
Premium p.a. | 0.04% |
Leverage | 4.97 |
Implied volatility | 0.23 |
ISIN | CH1305127719 |
Symbol | SRE4JZ |
Security | 130512771 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
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 | 19.12.2023 |
Premium | 2.54% |
Premium p.a. | 4.09% |
Leverage | 5.93 |
Implied volatility | 23.21% |
Moneyness | in-the-money |
Leverage | 4.9735 |
Delta | 0.8389 |
Gamma | 0.0006 |
Theta | -0.0007 |
Rho | 0.0234 |
Vega | 0.0108 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 114.90 |
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 |