Last price paid | 0.004 | |
Change | -73.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 10'000.00 Unit | |
Date/time | 27.05.2024 17:15 |
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 | -95.68% |
Year to date (YTD) | -90.00% |
1 month | n.a. |
3 months | -80.00% |
1 year | -96.36% |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 10'712.74 |
Premium | 0.24% |
Premium p.a. | 2.84% |
Leverage | 55.42 |
Implied volatility | 0.26 |
ISIN | CH1235748386 |
Symbol | SMIWPZ |
Security | 123574838 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 9'000.00 |
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 | 24.08% |
Premium p.a. | 283.52% |
Leverage | 623'921.05 |
Implied volatility | 25.58% |
Moneyness | out-of-the-money |
Leverage | 55.4237 |
Delta | -0.0001 |
Gamma | 0.0006 |
Theta | -0.0025 |
Rho | -0.0006 |
Vega | 0.0061 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 8'999.98 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 488.30 |
UBS | 28.04 |
Alcon AG | 80.14 |
Compagnie Financi... | 142.80 |
KUEHNE & NAGEL | 249.50 |