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 | +113.64% |
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. | 0.18% |
Leverage | 29.76 |
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 | 4.61% |
Premium p.a. | 18.09% |
Leverage | 102.65 |
Implied volatility | 10.92% |
Moneyness | out-of-the-money |
Leverage | 29.7616 |
Delta | 0.2899 |
Gamma | 0.0000 |
Theta | -0.0027 |
Rho | 0.0166 |
Vega | 0.0417 |
Fair value | 0.24 |
Intrinsic value | n.a. |
Break-even | 12'617.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 491.30 |
KUEHNE & NAGEL | 261.10 |
Sika AG | 259.40 |
SONOVA HLDG N | 273.90 |
NOVARTIS N | 96.15 |
Name | Price |
---|---|
Compagnie Financi... | 142.50 |
UBS | 26.25 |
SWISSCOM N | 501.00 |
ROCHE GS | 251.20 |
Nestlé SA | 93.10 |