Last price paid | 1.93 | |
Change | -3.98% [ -0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 20.12.2023 |
Last trading | 19.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +116.29% |
Year to date (YTD) | +144.30% |
1 month | +37.86% |
3 months | +55.65% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.89 |
Underlying price on issue | 11'231.27 |
Premium | 0.02% |
Premium p.a. | 0.04% |
Leverage | 9.47 |
Implied volatility | 0.14 |
ISIN | CH1281052204 |
Symbol | SMI4MZ |
Security | 128105220 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'400.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 13.12.2023 |
Premium | 2.43% |
Premium p.a. | 4.25% |
Leverage | 12.54 |
Implied volatility | 13.66% |
Moneyness | in-the-money |
Leverage | 9.4693 |
Delta | 0.7552 |
Gamma | 0.0000 |
Theta | -0.0026 |
Rho | 0.0988 |
Vega | 0.0574 |
Fair value | 0.59 |
Intrinsic value | n.a. |
Break-even | 12'362.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 241.60 |
SONOVA HLDG N | 288.10 |
Partners Group Ho... | 1'163.50 |
Givaudan | 4'356.00 |
NOVARTIS N | 94.08 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 89.48 |
ZURICH INSURANCE | 470.40 |
Lonza Group | 495.10 |
Nestlé SA | 94.60 |