Last price paid | 0.06 | |
Change | -7.69% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 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 | -92.11% |
Year to date (YTD) | -81.82% |
1 month | -50.00% |
3 months | -62.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.76 |
Underlying price on issue | 10'524.74 |
Premium | 0.18% |
Premium p.a. | 0.53% |
Leverage | 18.91 |
Implied volatility | 0.21 |
ISIN | CH1281036116 |
Symbol | SMIJBZ |
Security | 128103611 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 9'800.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 19.10.2023 |
Premium | 17.58% |
Premium p.a. | 52.61% |
Leverage | 395.15 |
Implied volatility | 21.05% |
Moneyness | out-of-the-money |
Leverage | 18.9077 |
Delta | -0.0478 |
Gamma | 0.0000 |
Theta | -0.0011 |
Rho | -0.0048 |
Vega | 0.0136 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 9'770.00 |
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 |