Last price paid | 0.05 | |
Change | -33.33% [ -0.03 ] | |
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 | -55.00% |
Year to date (YTD) | n.a. |
1 month | +66.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 11'700.36 |
Premium | 0.04% |
Premium p.a. | 0.47% |
Leverage | 65.62 |
Implied volatility | 0.11 |
ISIN | CH1305144664 |
Symbol | SMIRZZ |
Security | 130514466 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 12'300.00 |
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 | 4.02% |
Premium p.a. | 47.32% |
Leverage | 526.51 |
Implied volatility | 10.68% |
Moneyness | out-of-the-money |
Leverage | 65.6182 |
Delta | 0.1246 |
Gamma | 0.0000 |
Theta | -0.0026 |
Rho | 0.0024 |
Vega | 0.0142 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 12'322.50 |
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 |