Last price paid | 0.12 | |
Change | +33.33% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 22.02.2023 |
Last trading | 19.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -34.21% |
Year to date (YTD) | +118.18% |
1 month | +140.00% |
3 months | +118.18% |
1 year | -42.86% |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 11'261.03 |
Premium | 0.08% |
Premium p.a. | 0.14% |
Leverage | 148.52 |
Implied volatility | 0.03 |
ISIN | CH1237242628 |
Symbol | SMIBDZ |
Security | 123724262 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 13'000.00 |
C/P type | call |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 15.02.2023 |
Premium | 8.33% |
Premium p.a. | 13.81% |
Leverage | 96'006.88 |
Implied volatility | 3.05% |
Moneyness | out-of-the-money |
Leverage | 148.5220 |
Delta | 0.0015 |
Gamma | 0.0000 |
Theta | -0.0040 |
Rho | 0.1026 |
Vega | 0.4676 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 13'000.13 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |