Last price paid | 0.095 | |
Change | -5.00% [ -0.01 ] | |
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 | -90.00% |
Year to date (YTD) | -86.23% |
1 month | -26.92% |
3 months | -68.33% |
1 year | -88.27% |
3 years | n.a. |
Issue price | 1.05 |
Underlying price on issue | 11'260.53 |
Premium | 0.05% |
Premium p.a. | 0.20% |
Leverage | 183.19 |
Implied volatility | 0.04 |
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 | 5.14% |
Premium p.a. | 20.17% |
Leverage | 114'452.67 |
Implied volatility | 3.80% |
Moneyness | out-of-the-money |
Leverage | 181.0556 |
Delta | -0.0016 |
Gamma | 0.0043 |
Theta | -0.0056 |
Rho | -0.0513 |
Vega | 0.3107 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 11'399.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 260.90 |
Sika AG | 260.20 |
SONOVA HLDG N | 273.70 |
Lonza Group | 487.00 |
NOVARTIS N | 95.96 |
Name | Price |
---|---|
ROCHE GS | 249.90 |
Compagnie Financi... | 142.40 |
Swiss Re | 111.00 |
ZURICH INSURANCE | 479.20 |
Nestlé SA | 92.86 |