Last price paid | 3.37 | |
Change | +7.67% [ +0.24 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.10.2023 |
Last trading | 19.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +174.39% |
Year to date (YTD) | +94.80% |
1 month | +69.35% |
3 months | +66.83% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.23 |
Underlying price on issue | 10'524.74 |
Premium | 0.01% |
Premium p.a. | 0.02% |
Leverage | 6.65 |
Implied volatility | 0.18 |
ISIN | CH1281035977 |
Symbol | SMIP2Z |
Security | 128103597 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 10'400.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 19.10.2023 |
Premium | 0.72% |
Premium p.a. | 2.21% |
Leverage | 7.11 |
Implied volatility | 17.72% |
Moneyness | in-the-money |
Leverage | 6.6496 |
Delta | 0.9350 |
Gamma | 0.0000 |
Theta | -0.0021 |
Rho | 0.0717 |
Vega | 0.0174 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 12'087.50 |
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 |