Last price paid | 0.02 | |
Change | -20.00% [ -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 | 28.09.2023 |
Last trading | 19.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -87.50% |
Year to date (YTD) | -77.78% |
1 month | n.a. |
3 months | -60.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 11'181.59 |
Premium | 0.28% |
Premium p.a. | 0.92% |
Leverage | 15.39 |
Implied volatility | 0.30 |
ISIN | CH1268393092 |
Symbol | SMIJ8Z |
Security | 126839309 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 8'800.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 21.09.2023 |
Premium | 28.31% |
Premium p.a. | 92.27% |
Leverage | 816.98 |
Implied volatility | 30.39% |
Moneyness | out-of-the-money |
Leverage | 15.3898 |
Delta | -0.0188 |
Gamma | 0.0000 |
Theta | -0.0004 |
Rho | -0.0011 |
Vega | 0.0031 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 8'785.00 |
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 |