Last price paid | 0.05 | |
Change | -16.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.07.2024 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 | -95.71% |
Year to date (YTD) | -92.75% |
1 month | -54.55% |
3 months | -86.49% |
1 year | -94.51% |
3 years | n.a. |
Issue price | 1.05 |
Underlying price on issue | 11'260.53 |
Premium | 0.07% |
Premium p.a. | 0.33% |
Leverage | 160.32 |
Implied volatility | 0.05 |
ISIN | CH1237242446 |
Symbol | SMILUZ |
Security | 123724244 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'400.00 |
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 | 6.98% |
Premium p.a. | 32.68% |
Leverage | 272'350.67 |
Implied volatility | 5.03% |
Moneyness | out-of-the-money |
Leverage | 160.3249 |
Delta | -0.0006 |
Gamma | 0.0035 |
Theta | -0.0035 |
Rho | -0.0167 |
Vega | 0.1171 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 11'399.96 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 552.60 |
Lonza Group | 520.60 |
Alcon AG | 80.80 |
Holcim | 82.42 |
Compagnie Financi... | 141.35 |
Name | Price |
---|---|
Swiss Life Hldg | 677.60 |
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 81.82 |
SWISSCOM N | 525.50 |
Swiss Re | 110.60 |