Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.06.2024 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 | -94.12% |
Year to date (YTD) | -82.50% |
1 month | n.a. |
3 months | -53.33% |
1 year | -90.00% |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 11'261.03 |
Premium | 0.18% |
Premium p.a. | 0.68% |
Leverage | 71.11 |
Implied volatility | 0.11 |
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 | 17.75% |
Premium p.a. | 68.18% |
Leverage | 405'243.00 |
Implied volatility | 11.00% |
Moneyness | out-of-the-money |
Leverage | 71.1065 |
Delta | -0.0002 |
Gamma | 0.0015 |
Theta | -0.0023 |
Rho | -0.0068 |
Vega | 0.0416 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 9'999.97 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 96.01 |
Lonza Group | 487.10 |
GEBERIT N | 547.40 |
Alcon AG | 80.80 |
Partners Group Ho... | 1'171.00 |
Name | Price |
---|---|
Holcim | 78.78 |
Swiss Life Hldg | 656.00 |
Swiss Re | 113.10 |
ABB Ltd | 50.12 |
Sika AG | 257.20 |