Last price paid | 0.02 | |
Change | -50.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 15'000.00 Unit | |
Date/time | 16.05.2024 17:15 |
Fixing | 21.06.2024 |
Settlement date | 11.05.2023 |
Last trading | 20.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -95.00% |
Year to date (YTD) | -94.29% |
1 month | -91.67% |
3 months | -92.59% |
1 year | -94.59% |
3 years | n.a. |
Issue price | 0.40 |
Underlying price on issue | 11'434.68 |
Premium | 0.03% |
Premium p.a. | 0.39% |
Leverage | 52.46 |
Implied volatility | 0.12 |
ISIN | CH1250729048 |
Symbol | SMIWRZ |
Security | 125072904 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'500.00 |
C/P type | put |
Subscription ratio | 2'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 2000 |
Value day | 04.05.2023 |
Premium | 3.33% |
Premium p.a. | 39.18% |
Leverage | 296.36 |
Implied volatility | 11.92% |
Moneyness | out-of-the-money |
Leverage | 52.4635 |
Delta | -0.1770 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | -0.0009 |
Vega | 0.0045 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 11'460.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |