Last price paid | 2.17 | |
Change | +11.28% [ +0.22 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | +59.93% |
Year to date (YTD) | n.a. |
1 month | +17.93% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.36 |
Underlying price on issue | 1'208.96 |
Premium | 0.00% |
Premium p.a. | 0.05% |
Leverage | 1.46 |
Implied volatility | 1.13 |
ISIN | CH1305143666 |
Symbol | SMC3OZ |
Security | 130514366 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Super Micro Comp Rg, US86800U1043 |
Underlying ISIN | US86800U1043 |
Strike | 1'250.00 |
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 | 0.39% |
Premium p.a. | 5.12% |
Leverage | 1.60 |
Implied volatility | 113.11% |
Moneyness | in-the-money |
Leverage | 1.4647 |
Delta | -0.9148 |
Gamma | 0.0000 |
Theta | -0.0022 |
Rho | -0.0041 |
Vega | 0.0015 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 768.27 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |