Last price paid | 0.015 | |
Change | +50.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 17.05.2024 |
Settlement date | 01.03.2024 |
Last trading | 17.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
Perf. since issue | -92.14% |
Year to date (YTD) | n.a. |
1 month | -57.14% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 104.93 |
Premium | 0.06% |
Premium p.a. | 1.72% |
Leverage | 63.45 |
Implied volatility | 0.20 |
ISIN | CH1305140365 |
Symbol | SREO3Z |
Security | 130514036 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
Underlying | Swiss Re N, CH0126881561 |
Underlying ISIN | CH0126881561 |
Strike | 110.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 23.02.2024 |
Premium | 6.13% |
Premium p.a. | 172.11% |
Leverage | 943.18 |
Implied volatility | 20.05% |
Moneyness | out-of-the-money |
Leverage | 63.4516 |
Delta | 0.0673 |
Gamma | 0.0016 |
Theta | -0.0009 |
Rho | 0.0001 |
Vega | 0.0012 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 110.11 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 80.94 |
SONOVA HLDG N | 284.40 |
Compagnie Financi... | 135.35 |
KUEHNE & NAGEL | 248.70 |
LOGITECH INT. | 78.34 |
Name | Price |
---|---|
Lonza Group | 501.20 |
ROCHE GS | 222.80 |
Givaudan | 4'040.00 |
Swiss Re | 103.60 |
Swiss Life Hldg | 644.00 |