Last price paid | 1.45 | |
Change | +0.69% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | +27.92% |
Year to date (YTD) | n.a. |
1 month | -19.89% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.20 |
Underlying price on issue | 1'208.96 |
Premium | 0.01% |
Premium p.a. | 0.15% |
Leverage | 2.21 |
Implied volatility | 0.93 |
ISIN | CH1305143591 |
Symbol | SMC3TZ |
Security | 130514359 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Super Micro Comp Rg, US86800U1043 |
Underlying ISIN | US86800U1043 |
Strike | 1'200.00 |
C/P type | put |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 08.03.2024 |
Premium | 1.26% |
Premium p.a. | 15.28% |
Leverage | 2.60 |
Implied volatility | 93.05% |
Moneyness | in-the-money |
Leverage | 2.2104 |
Delta | -0.8497 |
Gamma | 0.0000 |
Theta | -0.0034 |
Rho | -0.0041 |
Vega | 0.0027 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 863.73 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.15 |
Givaudan | 4'242.00 |
ABB Ltd | 49.72 |
ZURICH INSURANCE | 469.60 |
Nestlé SA | 91.78 |
Name | Price |
---|---|
Lonza Group | 486.40 |
Compagnie Financi... | 142.25 |
UBS | 28.06 |
Partners Group Ho... | 1'198.00 |
GEBERIT N | 557.00 |