Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 19.04.2023 |
Last trading | 19.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -94.12% |
Year to date (YTD) | -78.57% |
1 month | n.a. |
3 months | -57.14% |
1 year | -90.00% |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 11'252.21 |
Premium | 0.22% |
Premium p.a. | 0.73% |
Leverage | 58.72 |
Implied volatility | 0.13 |
ISIN | CH1250723488 |
Symbol | SMISUZ |
Security | 125072348 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 9'500.00 |
C/P type | put |
Subscription ratio | 2'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 2000 |
Value day | 12.04.2023 |
Premium | 22.48% |
Premium p.a. | 73.26% |
Leverage | 612'738.00 |
Implied volatility | 12.66% |
Moneyness | out-of-the-money |
Leverage | 58.7156 |
Delta | -0.0001 |
Gamma | 0.0006 |
Theta | -0.0007 |
Rho | -0.0024 |
Vega | 0.0129 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 9'499.98 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |