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 | 0.21% |
Premium p.a. | 0.35% |
Leverage | 30.35 |
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 | 20.91% |
Premium p.a. | 34.69% |
Leverage | 1'200.09 |
Implied volatility | 11.56% |
Moneyness | out-of-the-money |
Leverage | 30.3466 |
Delta | 0.0253 |
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 |
---|---|
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 |