Last price paid | 0.27 | |
Change | +8.00% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 15.03.2024 |
Last trading | 19.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -69.10% |
Year to date (YTD) | n.a. |
1 month | -25.00% |
3 months | -62.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.89 |
Underlying price on issue | 11'622.26 |
Premium | 0.04% |
Premium p.a. | 0.18% |
Leverage | 24.14 |
Implied volatility | 0.13 |
ISIN | CH1305143542 |
Symbol | SMIQ8Z |
Security | 130514354 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'600.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 08.03.2024 |
Premium | 4.37% |
Premium p.a. | 17.53% |
Leverage | 87.17 |
Implied volatility | 13.00% |
Moneyness | out-of-the-money |
Leverage | 24.1380 |
Delta | -0.2769 |
Gamma | 0.0000 |
Theta | -0.0026 |
Rho | -0.0178 |
Vega | 0.0401 |
Fair value | 0.28 |
Intrinsic value | n.a. |
Break-even | 11'462.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'154.00 |
SWISSCOM N | 505.50 |
NOVARTIS N | 96.17 |
Lonza Group | 490.40 |
SONOVA HLDG N | 277.60 |
Name | Price |
---|---|
Givaudan | 4'260.00 |
Compagnie Financi... | 140.25 |
GEBERIT N | 530.80 |
Sika AG | 257.20 |
Nestlé SA | 91.72 |