Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.08.2024 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 | -98.04% |
Year to date (YTD) | -92.50% |
1 month | n.a. |
3 months | -66.67% |
1 year | -96.05% |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 11'261.03 |
Premium | 0.17% |
Premium p.a. | 7.79% |
Leverage | 84.92 |
Implied volatility | 0.33 |
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 | 17.07% |
Premium p.a. | 778.80% |
Leverage | 1'205'830.00 |
Implied volatility | 33.48% |
Moneyness | out-of-the-money |
Leverage | 84.9158 |
Delta | -0.0001 |
Gamma | 0.0017 |
Theta | -0.0106 |
Rho | -0.0002 |
Vega | 0.0051 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 9'999.99 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.50 |
SONOVA HLDG N | 304.30 |
Sika AG | 282.30 |
GEBERIT N | 564.20 |
Alcon AG | 84.40 |
Name | Price |
---|---|
Holcim | 83.94 |
ABB Ltd | 49.74 |
Lonza Group | 539.40 |
SWISSCOM N | 553.00 |
Givaudan | 4'601.00 |