Last price paid | n.a. | |
Change | -5.26% [ -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 | 28.02.2024 |
Last trading | 18.04.2024 |
Final fixing | 19.04.2024 |
Currency redemption | CHF |
Perf. since issue | -58.33% |
Year to date (YTD) | n.a. |
1 month | +80.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.42 |
Underlying price on issue | 11'419.05 |
Premium | 0.00% |
Premium p.a. | 0.07% |
Leverage | 91.60 |
Implied volatility | 0.07 |
ISIN | CH1305138377 |
Symbol | SMIH5Z |
Security | 130513837 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.04.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'300.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 21.02.2024 |
Premium | 0.15% |
Premium p.a. | 6.98% |
Leverage | 128.34 |
Implied volatility | 7.03% |
Moneyness | in-the-money |
Leverage | 91.5991 |
Delta | -0.7137 |
Gamma | 0.0000 |
Theta | -0.0043 |
Rho | -0.0035 |
Vega | 0.0113 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 11'212.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |