Last price paid | 0.84 | |
Change | -12.50% [ -0.12 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 12.03.2024 |
Last trading | 19.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +148.44% |
Year to date (YTD) | n.a. |
1 month | +15.07% |
3 months | +90.91% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 11'475.24 |
Premium | 0.02% |
Premium p.a. | 0.08% |
Leverage | 18.65 |
Implied volatility | 0.12 |
ISIN | CH1305142791 |
Symbol | SMI7RZ |
Security | 130514279 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'900.00 |
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 | 2.07% |
Premium p.a. | 8.12% |
Leverage | 30.31 |
Implied volatility | 12.12% |
Moneyness | in-the-money |
Leverage | 18.6456 |
Delta | 0.6152 |
Gamma | 0.0000 |
Theta | -0.0036 |
Rho | 0.0362 |
Vega | 0.0465 |
Fair value | 0.50 |
Intrinsic value | n.a. |
Break-even | 12'297.50 |
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 |
KUEHNE & NAGEL | 260.90 |
SONOVA HLDG N | 274.00 |
Sika AG | 259.40 |
NOVARTIS N | 96.12 |
Name | Price |
---|---|
Compagnie Financi... | 142.65 |
ZURICH INSURANCE | 481.10 |
ROCHE GS | 251.30 |
UBS | 26.30 |
SWISSCOM N | 501.50 |