Last price paid | 1.29 | |
Change | -5.84% [ -0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 12.10.2023 |
Last trading | 19.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +90.15% |
Year to date (YTD) | +79.17% |
1 month | +50.00% |
3 months | +57.32% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.66 |
Underlying price on issue | 10'772.32 |
Premium | 0.02% |
Premium p.a. | 0.03% |
Leverage | 7.78 |
Implied volatility | 0.15 |
ISIN | CH1281033451 |
Symbol | SMIVEZ |
Security | 128103345 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 10'800.00 |
C/P type | call |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 05.10.2023 |
Premium | 2.00% |
Premium p.a. | 3.29% |
Leverage | 9.42 |
Implied volatility | 14.50% |
Moneyness | in-the-money |
Leverage | 7.7814 |
Delta | 0.8263 |
Gamma | 0.0000 |
Theta | -0.0011 |
Rho | 0.0566 |
Vega | 0.0236 |
Fair value | 0.24 |
Intrinsic value | n.a. |
Break-even | 12'055.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.95 |
Givaudan | 4'238.00 |
ZURICH INSURANCE | 469.60 |
SWISSCOM N | 492.60 |
Nestlé SA | 91.76 |
Name | Price |
---|---|
Lonza Group | 486.20 |
Compagnie Financi... | 142.00 |
UBS | 28.05 |
GEBERIT N | 556.40 |
Partners Group Ho... | 1'198.00 |