Last price paid | 0.009 | |
Change | -10.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.04.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 09.06.2023 |
Last trading | 19.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -83.33% |
Year to date (YTD) | -40.00% |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.03 |
Underlying price on issue | 11'381.84 |
Premium | 0.18% |
Premium p.a. | 0.37% |
Leverage | 33.32 |
Implied volatility | 0.12 |
ISIN | CH1268365942 |
Symbol | SMI7QZ |
Security | 126836594 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 14'500.00 |
C/P type | call |
Subscription ratio | 2'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 2000 |
Value day | 02.06.2023 |
Premium | 18.09% |
Premium p.a. | 37.08% |
Leverage | 1'228.77 |
Implied volatility | 11.57% |
Moneyness | out-of-the-money |
Leverage | 33.3183 |
Delta | 0.0271 |
Gamma | 0.0000 |
Theta | -0.0001 |
Rho | 0.0007 |
Vega | 0.0027 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 14'510.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 100.28 |
ROCHE GS | 254.10 |
UBS | 27.92 |
ABB Ltd | 51.12 |
Holcim | 82.92 |
Name | Price |
---|---|
KUEHNE & NAGEL | 256.30 |
Givaudan | 4'342.00 |
Swiss Life Hldg | 674.80 |
SONOVA HLDG N | 276.00 |
LOGITECH INT. | 81.66 |