Last price paid | 0.035 | |
Change | -22.22% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.09.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 03.04.2023 |
Last trading | 19.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -96.00% |
Year to date (YTD) | -90.00% |
1 month | -22.22% |
3 months | -53.33% |
1 year | -92.55% |
3 years | n.a. |
Issue price | 0.75 |
Underlying price on issue | 10'789.22 |
Premium | 0.16% |
Premium p.a. | 0.57% |
Leverage | 80.48 |
Implied volatility | 0.09 |
ISIN | CH1250722282 |
Symbol | SMIYFZ |
Security | 125072228 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 10'300.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 27.03.2023 |
Premium | 15.65% |
Premium p.a. | 56.57% |
Leverage | 407'044.00 |
Implied volatility | 9.38% |
Moneyness | out-of-the-money |
Leverage | 80.4823 |
Delta | -0.0002 |
Gamma | 0.0017 |
Theta | -0.0022 |
Rho | -0.0080 |
Vega | 0.0482 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 10'299.97 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.35 |
SONOVA HLDG N | 304.20 |
Sika AG | 282.10 |
Alcon AG | 84.44 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.80 |
ABB Ltd | 49.76 |
Givaudan | 4'597.00 |
Lonza Group | 539.00 |
Swiss Re | 117.40 |