Quotes ZKB/CALL/SWISS RE/105/0.05/06.01.25

Warrant

SRE3JZ

CH1281046636

Market Closed - Swiss Exchange 11:15:01 2024-07-16 EDT
0.41 CHF -16.33% Intraday chart for ZKB/CALL/SWISS RE/105/0.05/06.01.25
Current month-22.64%
1 month-16.33%

Quotes 5-day view

Delayed Quote Swiss Exchange
ZKB/CALL/SWISS RE/105/0.05/06.01.25(SRE3JZ) : Historical Chart (5-day)
  2024-07-08 2024-07-09 2024-07-15 2024-07-16
Last 0.47 CHF 0.48 CHF 0.49 CHF 0.41 CHF
Volume 0 0 0 20 000
Change +∞% +2.13% +2.08% -16.33%
Opening 0.47 0.48 0.49 0.39
High 0.47 0.48 0.49 0.41
Low 0.47 0.48 0.49 0.39

Performance

1 week-14.58%
Current month-22.64%
1 month-16.33%
3 months+78.26%
6 months+141.18%
Current year+192.86%

Highs and lows

1 month
0.38
Extreme 0.38
0.60

Historical data

DateOpeningHighLowEnd-of-dayVolume

Last transactions

dedb12ae2274c3cca.kE3NWE37sDa1JRQ8q514fV_2SmZZwr_OuPWWkmMYEVE.pD30MA6-hQDRYiJt_tM3MjeiLxcXq_Ge0c3h5lp8RgOkF7gbO5j8Y81JZw
DatePriceVolumeDaily volume
04:27:23 0.41 10,000 20,000

Static data

Product typeWarrants
Buy / SellCALL
Underlying SWISS RE LTD
Issuer ZKB
SRE3JZ
ISINCH1281046636
Date issued 2023-12-04
Strike 105 CHF
Maturity 2025-01-06 (174 Days)
Parity 20 : 1
Emission price 0.23 CHF
Emission volume N/A
Settlement les deux
Currency CHF

Technical Indicators

Highest since issue 0.67 CHF
Lowest since issue 0.14 CHF
Delta0.66x
Omega 8.321
Premium3.93x
Gearing12.57x
Moneyness 1.042
Difference Strike -4.4 CHF
Difference Strike %-4.19%
Spread 0.01 CHF
Spread %2.27%
Theoretical value 0.4350
Implied Volatility 19.74 %
Total Loss Probability 38.92 %
Intrinsic value 0.2200
Present value 0.2150
Break even 113.70 CHF
Theta-0.01x
Vega0.01x
Rho0.02x
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