Last price paid | 0.055 | |
Change | +22.22% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | -91.79% |
Year to date (YTD) | -82.26% |
1 month | -21.43% |
3 months | -54.17% |
1 year | -88.30% |
3 years | n.a. |
Issue price | 0.67 |
Underlying price on issue | 11'260.53 |
Premium | 0.13% |
Premium p.a. | 0.46% |
Leverage | 90.47 |
Implied volatility | 0.08 |
ISIN | CH1237242420 |
Symbol | SMIHMZ |
Security | 123724242 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 10'500.00 |
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 | 12.66% |
Premium p.a. | 45.77% |
Leverage | 218'590.18 |
Implied volatility | 7.98% |
Moneyness | out-of-the-money |
Leverage | 90.4745 |
Delta | -0.0004 |
Gamma | 0.0020 |
Theta | -0.0035 |
Rho | -0.0159 |
Vega | 0.0943 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 10'499.95 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Life Hldg | 647.80 |
Lonza Group | 479.10 |
Swiss Re | 111.50 |
ABB Ltd | 50.90 |
Partners Group Ho... | 1'158.00 |
Name | Price |
---|---|
Compagnie Financi... | 141.35 |
SONOVA HLDG N | 270.50 |
NOVARTIS N | 93.23 |
Nestlé SA | 94.80 |
Alcon AG | 78.56 |