Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.06.2024 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 | -53.33% |
3 months | -65.00% |
1 year | -90.28% |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 11'261.03 |
Premium | 0.18% |
Premium p.a. | 0.59% |
Leverage | 69.07 |
Implied volatility | 0.10 |
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 | 18.23% |
Premium p.a. | 59.40% |
Leverage | 407'624.00 |
Implied volatility | 10.45% |
Moneyness | out-of-the-money |
Leverage | 69.0716 |
Delta | -0.0002 |
Gamma | 0.0014 |
Theta | -0.0020 |
Rho | -0.0079 |
Vega | 0.0440 |
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 |
---|---|
ROCHE GS | 243.70 |
SONOVA HLDG N | 291.10 |
Lonza Group | 509.00 |
Compagnie Financi... | 149.95 |
NOVARTIS N | 95.35 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.50 |
ABB Ltd | 50.04 |
SWISSCOM N | 503.00 |
Swiss Life Hldg | 635.00 |
KUEHNE & NAGEL | 267.00 |