Last price paid | 0.34 | |
Change | +54.55% [ +0.12 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.09.2024 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 | +7.81% |
Year to date (YTD) | n.a. |
1 month | -63.44% |
3 months | -60.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 11'475.24 |
Premium | 0.00% |
Premium p.a. | 0.03% |
Leverage | 64.09 |
Implied volatility | 0.07 |
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 | 0.07% |
Premium p.a. | 2.97% |
Leverage | 69.94 |
Implied volatility | 6.88% |
Moneyness | in-the-money |
Leverage | 64.0866 |
Delta | 0.9163 |
Gamma | 0.0000 |
Theta | -0.0031 |
Rho | 0.0048 |
Vega | 0.0055 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 12'072.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |