Last price paid | n.a. | |
Change | -50.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 19.04.2024 |
Settlement date | 12.03.2024 |
Last trading | 18.04.2024 |
Final fixing | 19.04.2024 |
Currency redemption | CHF |
Perf. since issue | -93.33% |
Year to date (YTD) | n.a. |
1 month | -95.71% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 11'475.24 |
Premium | 0.03% |
Premium p.a. | 1.52% |
Leverage | 120.48 |
Implied volatility | 0.13 |
ISIN | CH1305142783 |
Symbol | SMI7XZ |
Security | 130514278 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.04.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'600.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 05.03.2024 |
Premium | 3.34% |
Premium p.a. | 152.17% |
Leverage | 2'246.09 |
Implied volatility | 13.36% |
Moneyness | out-of-the-money |
Leverage | 120.4786 |
Delta | 0.0536 |
Gamma | 0.0000 |
Theta | -0.0031 |
Rho | 0.0003 |
Vega | 0.0036 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 11'605.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 492.30 |
Nestlé SA | 97.60 |
Givaudan | 4'263.00 |
SONOVA HLDG N | 285.80 |
ROCHE GS | 234.20 |
Name | Price |
---|---|
UBS | 27.82 |
Swiss Re | 111.55 |
ABB Ltd | 49.13 |
ZURICH INSURANCE | 470.30 |
GEBERIT N | 548.40 |