Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.12.2022 |
Last trading | 20.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.04% |
Year to date (YTD) | -80.00% |
1 month | n.a. |
3 months | -60.00% |
1 year | -92.86% |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 10'712.74 |
Premium | 0.22% |
Premium p.a. | 3.91% |
Leverage | 63.48 |
Implied volatility | 0.28 |
ISIN | CH1235748394 |
Symbol | SMIPGZ |
Security | 123574839 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 9'500.00 |
C/P type | put |
Subscription ratio | 2'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 2000 |
Value day | 20.12.2022 |
Premium | 22.48% |
Premium p.a. | 390.71% |
Leverage | 1'114'069.09 |
Implied volatility | 27.84% |
Moneyness | out-of-the-money |
Leverage | 63.4848 |
Delta | -0.0001 |
Gamma | 0.0006 |
Theta | -0.0023 |
Rho | -0.0003 |
Vega | 0.0034 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 9'499.99 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |