Last price paid | n.a. | |
Change | +46.67% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 17.05.2024 |
Settlement date | 19.03.2024 |
Last trading | 16.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
Perf. since issue | -28.13% |
Year to date (YTD) | n.a. |
1 month | +340.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 11'699.86 |
Premium | 0.00% |
Premium p.a. | 0.03% |
Leverage | 170.03 |
Implied volatility | 0.03 |
ISIN | CH1305144813 |
Symbol | SMICQZ |
Security | n.a. |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'900.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 12.03.2024 |
Premium | 0.09% |
Premium p.a. | 3.01% |
Leverage | 207.77 |
Implied volatility | 2.76% |
Moneyness | in-the-money |
Leverage | 170.0303 |
Delta | 0.8184 |
Gamma | 0.0000 |
Theta | -0.0021 |
Rho | 0.0059 |
Vega | 0.0109 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 11'957.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.40 |
Givaudan | 4'230.00 |
SONOVA HLDG N | 288.10 |
Nestlé SA | 91.54 |
SWISSCOM N | 491.20 |
Name | Price |
---|---|
Lonza Group | 484.90 |
UBS | 27.99 |
Compagnie Financi... | 142.30 |
Partners Group Ho... | 1'194.50 |
Alcon AG | 80.26 |