Last price paid | n.a. | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 19.04.2024 |
Settlement date | 01.02.2024 |
Last trading | 18.04.2024 |
Final fixing | 19.04.2024 |
Currency redemption | CHF |
Perf. since issue | -87.50% |
Year to date (YTD) | n.a. |
1 month | -62.50% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 11'159.65 |
Premium | 0.11% |
Premium p.a. | 5.02% |
Leverage | 46.09 |
Implied volatility | 0.39 |
ISIN | CH1305132867 |
Symbol | SMIF2Z |
Security | 130513286 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.04.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 10'000.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 25.01.2024 |
Premium | 11.00% |
Premium p.a. | 501.91% |
Leverage | 2'246.09 |
Implied volatility | 39.02% |
Moneyness | out-of-the-money |
Leverage | 46.0867 |
Delta | -0.0205 |
Gamma | 0.0000 |
Theta | -0.0040 |
Rho | -0.0001 |
Vega | 0.0016 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 9'995.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 87.96 |
SONOVA HLDG N | 296.60 |
ABB Ltd | 48.92 |
Givaudan | 4'236.00 |
Swiss Life Hldg | 624.60 |
Name | Price |
---|---|
Nestlé SA | 93.16 |
SWISSCOM N | 493.20 |
KUEHNE & NAGEL | 243.60 |
Partners Group Ho... | 1'256.50 |
NOVARTIS N | 92.84 |