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 | 1.00% |
Premium p.a. | 12.20% |
Leverage | 9.27 |
Implied volatility | 1.12 |
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 | 100.31% |
Premium p.a. | 1220.49% |
Leverage | 399.31 |
Implied volatility | 111.70% |
Moneyness | out-of-the-money |
Leverage | 9.2688 |
Delta | 0.0232 |
Gamma | 0.0000 |
Theta | -0.0011 |
Rho | 0.0001 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1'752.19 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 484.30 |
UBS | 28.03 |
Partners Group Ho... | 1'195.00 |
KUEHNE & NAGEL | 249.50 |
Holcim | 79.26 |