Last price paid | 0.57 | |
Change | +3.64% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 17'000.00 Unit | |
Date/time | 08.08.2024 17:15 |
Fixing | 20.09.2024 |
Settlement date | 11.03.2024 |
Last trading | 19.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +45.56% |
Year to date (YTD) | n.a. |
1 month | -42.42% |
3 months | +5.56% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.45 |
Underlying price on issue | 11'479.55 |
Premium | 0.02% |
Premium p.a. | 0.14% |
Leverage | 21.12 |
Implied volatility | 0.15 |
ISIN | CH1305141553 |
Symbol | SMI1RZ |
Security | 130514155 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'700.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 04.03.2024 |
Premium | 1.89% |
Premium p.a. | 13.78% |
Leverage | 36.04 |
Implied volatility | 15.05% |
Moneyness | in-the-money |
Leverage | 21.1238 |
Delta | 0.5860 |
Gamma | 0.0000 |
Theta | -0.0056 |
Rho | 0.0182 |
Vega | 0.0340 |
Fair value | 0.45 |
Intrinsic value | n.a. |
Break-even | 12'027.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 103.15 |
ABB Ltd | 45.23 |
ROCHE GS | 275.60 |
Compagnie Financi... | 125.95 |
SONOVA HLDG N | 282.20 |
Name | Price |
---|---|
ZURICH INSURANCE | 459.30 |
KUEHNE & NAGEL | 252.80 |
NOVARTIS N | 96.11 |
Lonza Group | 558.20 |
LOGITECH INT. | 73.62 |