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 | -21.83% |
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 | 1.49 |
Implied volatility | 0.79 |
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 | 21.78% |
Premium p.a. | 32.71% |
Leverage | 4.05 |
Implied volatility | 78.79% |
Moneyness | in-the-money |
Leverage | 1.4950 |
Delta | -0.3688 |
Gamma | 0.0000 |
Theta | -0.0016 |
Rho | -0.0164 |
Vega | 0.0123 |
Fair value | 0.87 |
Intrinsic value | n.a. |
Break-even | 684.21 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.90 |
Givaudan | 4'238.00 |
ZURICH INSURANCE | 469.50 |
SWISSCOM N | 492.60 |
Nestlé SA | 91.78 |
Name | Price |
---|---|
Lonza Group | 486.10 |
Compagnie Financi... | 142.00 |
UBS | 28.05 |
GEBERIT N | 556.40 |
LOGITECH INT. | 86.34 |