Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 12.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.17% |
Year to date (YTD) | n.a. |
1 month | -83.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.82 |
Underlying price on issue | 1'046.06 |
Premium | 0.43% |
Premium p.a. | 5.27% |
Leverage | 12.92 |
Implied volatility | 0.70 |
ISIN | CH1305142981 |
Symbol | SMCPNZ |
Security | 130514298 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Super Micro Comp Rg, US86800U1043 |
Underlying ISIN | US86800U1043 |
Strike | 1'250.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 05.03.2024 |
Premium | 43.28% |
Premium p.a. | 526.56% |
Leverage | 266.20 |
Implied volatility | 69.89% |
Moneyness | out-of-the-money |
Leverage | 12.9207 |
Delta | 0.0485 |
Gamma | 0.0000 |
Theta | -0.0013 |
Rho | 0.0001 |
Vega | 0.0012 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 1'253.29 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.20 |
Givaudan | 4'236.00 |
ROCHE GS | 229.50 |
ZURICH INSURANCE | 469.90 |
Sika AG | 276.70 |
Name | Price |
---|---|
Lonza Group | 484.30 |
UBS | 28.05 |
Partners Group Ho... | 1'195.50 |
GEBERIT N | 556.80 |
Holcim | 79.26 |