Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 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 | -98.30% |
Year to date (YTD) | n.a. |
1 month | -72.73% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.56 |
Underlying price on issue | 1'046.06 |
Premium | 0.72% |
Premium p.a. | 8.73% |
Leverage | 11.08 |
Implied volatility | 0.90 |
ISIN | CH1305143047 |
Symbol | SMCQ2Z |
Security | 130514304 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Super Micro Comp Rg, US86800U1043 |
Underlying ISIN | US86800U1043 |
Strike | 1'500.00 |
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 | 71.72% |
Premium p.a. | 872.61% |
Leverage | 420.33 |
Implied volatility | 90.27% |
Moneyness | out-of-the-money |
Leverage | 11.0801 |
Delta | 0.0264 |
Gamma | 0.0000 |
Theta | -0.0010 |
Rho | 0.0001 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1'502.08 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.10 |
ZURICH INSURANCE | 469.90 |
Nestlé SA | 91.86 |
Givaudan | 4'227.00 |
SWISSCOM N | 492.60 |
Name | Price |
---|---|
Lonza Group | 486.00 |
Compagnie Financi... | 142.10 |
UBS | 28.07 |
GEBERIT N | 556.60 |
Partners Group Ho... | 1'198.50 |