Last price paid | 1.37 | |
Change | +3.79% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 15.03.2024 |
Last trading | 20.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +219.77% |
Year to date (YTD) | n.a. |
1 month | +426.92% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 11'624.26 |
Premium | 0.00% |
Premium p.a. | 0.04% |
Leverage | 16.39 |
Implied volatility | 0.17 |
ISIN | CH1305143997 |
Symbol | SMIR6Z |
Security | 130514399 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'600.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 08.03.2024 |
Premium | 0.23% |
Premium p.a. | 4.01% |
Leverage | 17.83 |
Implied volatility | 16.98% |
Moneyness | in-the-money |
Leverage | 16.3860 |
Delta | 0.9189 |
Gamma | 0.0000 |
Theta | -0.0044 |
Rho | 0.0129 |
Vega | 0.0088 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 12'287.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |