Last price paid | 0.99 | |
Change | -2.94% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | +118.89% |
Year to date (YTD) | n.a. |
1 month | +135.71% |
3 months | n.a. |
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. | 0.06% |
Leverage | 15.82 |
Implied volatility | 0.12 |
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 | 2.19% |
Premium p.a. | 6.33% |
Leverage | 24.23 |
Implied volatility | 11.78% |
Moneyness | in-the-money |
Leverage | 15.8225 |
Delta | 0.6531 |
Gamma | 0.0000 |
Theta | -0.0030 |
Rho | 0.0514 |
Vega | 0.0518 |
Fair value | 0.52 |
Intrinsic value | n.a. |
Break-even | 12'192.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |