Last price paid | 0.31 | |
Change | -35.42% [ -0.17 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 1'200.00 Unit | |
Date/time | 06.08.2024 17:15 |
Fixing | 20.09.2024 |
Settlement date | 01.02.2024 |
Last trading | 19.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +57.41% |
Year to date (YTD) | n.a. |
1 month | -61.73% |
3 months | +14.81% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 11'159.65 |
Premium | 0.03% |
Premium p.a. | 0.21% |
Leverage | 24.53 |
Implied volatility | 0.15 |
ISIN | CH1305132917 |
Symbol | SMI18Z |
Security | 130513291 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'800.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 25.01.2024 |
Premium | 2.90% |
Premium p.a. | 21.19% |
Leverage | 54.93 |
Implied volatility | 15.16% |
Moneyness | out-of-the-money |
Leverage | 24.5302 |
Delta | 0.4465 |
Gamma | 0.0000 |
Theta | -0.0055 |
Rho | 0.0136 |
Vega | 0.0342 |
Fair value | 0.43 |
Intrinsic value | n.a. |
Break-even | 12'012.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 519.50 |
ROCHE GS | 272.80 |
Swiss Re | 101.95 |
Swiss Life Hldg | 638.00 |
Holcim | 75.44 |
Name | Price |
---|---|
LOGITECH INT. | 71.90 |
ZURICH INSURANCE | 452.00 |
Alcon AG | 77.86 |
Lonza Group | 547.80 |
Sika AG | 243.30 |