Last price paid | 0.25 | |
Change | -16.67% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 28.02.2024 |
Last trading | 19.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +95.45% |
Year to date (YTD) | n.a. |
1 month | +8.70% |
3 months | +66.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 11'418.55 |
Premium | 0.05% |
Premium p.a. | 0.19% |
Leverage | 30.80 |
Implied volatility | 0.11 |
ISIN | CH1305138302 |
Symbol | SMI36Z |
Security | 130513830 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 12'500.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 21.02.2024 |
Premium | 4.72% |
Premium p.a. | 18.51% |
Leverage | 112.00 |
Implied volatility | 10.74% |
Moneyness | out-of-the-money |
Leverage | 30.8038 |
Delta | 0.2750 |
Gamma | 0.0000 |
Theta | -0.0026 |
Rho | 0.0157 |
Vega | 0.0406 |
Fair value | 0.22 |
Intrinsic value | n.a. |
Break-even | 12'607.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 491.90 |
KUEHNE & NAGEL | 260.90 |
SONOVA HLDG N | 274.10 |
Sika AG | 259.20 |
NOVARTIS N | 96.19 |
Name | Price |
---|---|
Compagnie Financi... | 142.35 |
SWISSCOM N | 500.50 |
ROCHE GS | 250.90 |
Nestlé SA | 93.04 |
UBS | 26.28 |