Last price paid | 1.33 | |
Change | +16.67% [ +0.19 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.07.2024 17:20 |
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 | +196.67% |
Year to date (YTD) | n.a. |
1 month | +14.66% |
3 months | +202.27% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.45 |
Underlying price on issue | 11'479.55 |
Premium | 0.01% |
Premium p.a. | 0.04% |
Leverage | 14.81 |
Implied volatility | 0.13 |
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 | 0.91% |
Premium p.a. | 4.27% |
Leverage | 18.36 |
Implied volatility | 12.73% |
Moneyness | in-the-money |
Leverage | 14.8059 |
Delta | 0.8064 |
Gamma | 0.0000 |
Theta | -0.0032 |
Rho | 0.0413 |
Vega | 0.0311 |
Fair value | 0.22 |
Intrinsic value | n.a. |
Break-even | 12'367.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 552.60 |
Lonza Group | 520.60 |
Alcon AG | 80.80 |
Holcim | 82.42 |
Compagnie Financi... | 141.35 |
Name | Price |
---|---|
Swiss Life Hldg | 677.60 |
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 81.82 |
SWISSCOM N | 525.50 |
Swiss Re | 110.60 |