Last price paid | 0.045 | |
Change | -10.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 22.02.2023 |
Last trading | 19.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -92.16% |
Year to date (YTD) | -77.50% |
1 month | -50.00% |
3 months | -67.86% |
1 year | -87.50% |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 11'261.03 |
Premium | 0.16% |
Premium p.a. | 0.47% |
Leverage | 73.27 |
Implied volatility | 0.09 |
ISIN | CH1237242388 |
Symbol | SMIULZ |
Security | 123724238 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 10'000.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 15.02.2023 |
Premium | 16.44% |
Premium p.a. | 47.24% |
Leverage | 299'168.75 |
Implied volatility | 9.06% |
Moneyness | out-of-the-money |
Leverage | 73.2702 |
Delta | -0.0002 |
Gamma | 0.0016 |
Theta | -0.0022 |
Rho | -0.0124 |
Vega | 0.0646 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 9'999.96 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |