Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 17.05.2024 |
Settlement date | 15.03.2024 |
Last trading | 16.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
Perf. since issue | -97.37% |
Year to date (YTD) | n.a. |
1 month | -96.43% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 11'622.26 |
Premium | 0.05% |
Premium p.a. | 1.53% |
Leverage | 91.71 |
Implied volatility | 0.16 |
ISIN | CH1305143492 |
Symbol | SMI54Z |
Security | 130514349 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'400.00 |
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 | 4.62% |
Premium p.a. | 153.22% |
Leverage | 2'389.33 |
Implied volatility | 15.50% |
Moneyness | out-of-the-money |
Leverage | 91.7079 |
Delta | -0.0384 |
Gamma | 0.0000 |
Theta | -0.0024 |
Rho | -0.0003 |
Vega | 0.0035 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 11'395.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 296.80 |
ABB Ltd | 48.87 |
LOGITECH INT. | 87.56 |
Givaudan | 4'228.00 |
Swiss Life Hldg | 623.80 |
Name | Price |
---|---|
Nestlé SA | 93.12 |
KUEHNE & NAGEL | 243.30 |
SWISSCOM N | 493.20 |
Partners Group Ho... | 1'255.50 |
NOVARTIS N | 92.69 |