Last price paid | 0.48 | |
Change | -2.04% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 27.03.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -27.86% |
Year to date (YTD) | n.a. |
1 month | -25.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.70 |
Underlying price on issue | 892.81 |
Premium | 0.33% |
Premium p.a. | 0.49% |
Leverage | 1.85 |
Implied volatility | 0.79 |
ISIN | CH1305146867 |
Symbol | SMCMDZ |
Security | 130514686 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Super Micro Comp Rg, US86800U1043 |
Underlying ISIN | US86800U1043 |
Strike | 700.00 |
C/P type | put |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 20.03.2024 |
Premium | 32.62% |
Premium p.a. | 49.00% |
Leverage | 7.91 |
Implied volatility | 78.96% |
Moneyness | out-of-the-money |
Leverage | 1.8502 |
Delta | -0.2340 |
Gamma | 0.0000 |
Theta | -0.0014 |
Rho | -0.0096 |
Vega | 0.0100 |
Fair value | 0.51 |
Intrinsic value | n.a. |
Break-even | 589.37 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.25 |
Givaudan | 4'249.00 |
ABB Ltd | 49.78 |
ZURICH INSURANCE | 470.00 |
Sika AG | 276.70 |
Name | Price |
---|---|
Lonza Group | 486.80 |
Compagnie Financi... | 142.30 |
UBS | 28.07 |
Partners Group Ho... | 1'197.50 |
Alcon AG | 80.38 |