Last price paid | 0.95 | |
Change | -1.04% [ -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 | -21.03% |
Year to date (YTD) | n.a. |
1 month | -18.10% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.26 |
Underlying price on issue | 892.81 |
Premium | 0.22% |
Premium p.a. | 0.33% |
Leverage | 1.47 |
Implied volatility | 0.80 |
ISIN | CH1305146891 |
Symbol | SMCPRZ |
Security | 130514689 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Super Micro Comp Rg, US86800U1043 |
Underlying ISIN | US86800U1043 |
Strike | 900.00 |
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 | 22.04% |
Premium p.a. | 33.10% |
Leverage | 4.01 |
Implied volatility | 79.63% |
Moneyness | in-the-money |
Leverage | 1.4745 |
Delta | -0.3676 |
Gamma | 0.0000 |
Theta | -0.0016 |
Rho | -0.0164 |
Vega | 0.0123 |
Fair value | 0.88 |
Intrinsic value | n.a. |
Break-even | 681.94 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.20 |
Givaudan | 4'234.00 |
ABB Ltd | 49.69 |
ZURICH INSURANCE | 469.50 |
Nestlé SA | 91.62 |
Name | Price |
---|---|
Lonza Group | 485.00 |
UBS | 27.98 |
Partners Group Ho... | 1'193.50 |
Compagnie Financi... | 142.60 |
GEBERIT N | 556.00 |