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 | 15.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.44% |
Year to date (YTD) | n.a. |
1 month | -62.50% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.64 |
Underlying price on issue | 1'208.96 |
Premium | 1.27% |
Premium p.a. | 19.37% |
Leverage | 8.04 |
Implied volatility | 1.46 |
ISIN | CH1305143518 |
Symbol | SMCMEZ |
Security | 130514351 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Super Micro Comp Rg, US86800U1043 |
Underlying ISIN | US86800U1043 |
Strike | 1'750.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 08.03.2024 |
Premium | 127.39% |
Premium p.a. | 1937.37% |
Leverage | 344.86 |
Implied volatility | 146.26% |
Moneyness | out-of-the-money |
Leverage | 8.0432 |
Delta | 0.0233 |
Gamma | 0.0000 |
Theta | -0.0014 |
Rho | 0.0000 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1'752.23 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 493.80 |
Nestlé SA | 98.10 |
KUEHNE & NAGEL | 259.30 |
ROCHE GS | 235.20 |
Givaudan | 4'250.00 |