Last price paid | 0.11 | |
Change | -31.25% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 19.03.2024 |
Last trading | 20.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -34.38% |
Year to date (YTD) | n.a. |
1 month | +144.44% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 11'699.86 |
Premium | 0.03% |
Premium p.a. | 0.30% |
Leverage | 58.15 |
Implied volatility | 0.10 |
ISIN | CH1305144854 |
Symbol | SMIQ1Z |
Security | 130514485 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 12'100.00 |
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 | 2.51% |
Premium p.a. | 29.60% |
Leverage | 225.80 |
Implied volatility | 9.94% |
Moneyness | out-of-the-money |
Leverage | 58.1525 |
Delta | 0.2575 |
Gamma | 0.0000 |
Theta | -0.0038 |
Rho | 0.0050 |
Vega | 0.0223 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 12'152.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |