Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 27.09.2023 |
Last trading | 19.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -81.82% |
Year to date (YTD) | -68.75% |
1 month | n.a. |
3 months | -54.55% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 11'133.02 |
Premium | 0.28% |
Premium p.a. | 0.83% |
Leverage | 14.44 |
Implied volatility | 0.30 |
ISIN | CH1268391427 |
Symbol | SMII2Z |
Security | 126839142 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 8'600.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 20.09.2023 |
Premium | 27.62% |
Premium p.a. | 82.64% |
Leverage | 592.73 |
Implied volatility | 29.92% |
Moneyness | out-of-the-money |
Leverage | 14.4450 |
Delta | -0.0244 |
Gamma | 0.0000 |
Theta | -0.0005 |
Rho | -0.0014 |
Vega | 0.0039 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 8'580.00 |
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 |