Last price paid | 3.65 | |
Change | +7.35% [ +0.25 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 30.10.2023 |
Last trading | 20.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +288.83% |
Year to date (YTD) | +101.66% |
1 month | +68.20% |
3 months | +67.43% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.94 |
Underlying price on issue | 10'278.58 |
Premium | 0.00% |
Premium p.a. | 0.03% |
Leverage | 6.34 |
Implied volatility | 0.33 |
ISIN | CH1281036470 |
Symbol | SMIZIZ |
Security | 128103647 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 10'200.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 23.10.2023 |
Premium | 0.22% |
Premium p.a. | 2.89% |
Leverage | 6.57 |
Implied volatility | 33.24% |
Moneyness | in-the-money |
Leverage | 6.3430 |
Delta | 0.9659 |
Gamma | 0.0000 |
Theta | -0.0038 |
Rho | 0.0176 |
Vega | 0.0050 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 12'027.50 |
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 |