Last price paid | 1.53 | |
Change | -7.27% [ -0.12 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 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 | +131.06% |
Year to date (YTD) | +112.50% |
1 month | +31.90% |
3 months | +50.00% |
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 | 6.98 |
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 | 1.54% |
Premium p.a. | 2.68% |
Leverage | 7.96 |
Implied volatility | 15.08% |
Moneyness | in-the-money |
Leverage | 6.9760 |
Delta | 0.8765 |
Gamma | 0.0000 |
Theta | -0.0011 |
Rho | 0.0589 |
Vega | 0.0188 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 12'325.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'362.00 |
Holcim | 80.46 |
GEBERIT N | 551.80 |
Lonza Group | 501.00 |
ABB Ltd | 50.36 |
Name | Price |
---|---|
Nestlé SA | 95.60 |
UBS | 28.03 |
Swiss Re | 112.25 |
ROCHE GS | 239.70 |
Compagnie Financi... | 148.55 |