Last price paid | n.a. | |
Change | -25.00% [ -0.01 ] | |
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 | -97.44% |
Year to date (YTD) | n.a. |
1 month | -97.27% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 11'699.86 |
Premium | 0.04% |
Premium p.a. | 1.25% |
Leverage | 106.06 |
Implied volatility | 0.13 |
ISIN | CH1305144714 |
Symbol | SMIPLZ |
Security | 130514471 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'500.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 12.03.2024 |
Premium | 3.78% |
Premium p.a. | 125.45% |
Leverage | 2'389.33 |
Implied volatility | 13.13% |
Moneyness | out-of-the-money |
Leverage | 106.0600 |
Delta | -0.0444 |
Gamma | 0.0000 |
Theta | -0.0023 |
Rho | -0.0003 |
Vega | 0.0039 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 11'495.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 96.46 |
ABB Ltd | 49.79 |
ROCHE GS | 232.10 |
SWISSCOM N | 500.00 |
GEBERIT N | 552.20 |
Name | Price |
---|---|
LOGITECH INT. | 87.38 |
Swiss Re | 113.55 |
Sika AG | 270.90 |
SONOVA HLDG N | 283.00 |
Givaudan | 4'214.00 |