Last price paid | 0.12 | |
Change | -20.00% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 27.03.2024 |
Last trading | 19.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +4.55% |
Year to date (YTD) | n.a. |
1 month | +140.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 11'622.89 |
Premium | 0.08% |
Premium p.a. | 0.24% |
Leverage | 31.48 |
Implied volatility | 0.11 |
ISIN | CH1305146958 |
Symbol | SMI0OZ |
Security | 130514695 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 12'700.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 20.03.2024 |
Premium | 7.87% |
Premium p.a. | 23.73% |
Leverage | 205.69 |
Implied volatility | 10.90% |
Moneyness | out-of-the-money |
Leverage | 31.4754 |
Delta | 0.1530 |
Gamma | 0.0000 |
Theta | -0.0016 |
Rho | 0.0108 |
Vega | 0.0322 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 12'757.50 |
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 | 4'240.00 |
ABB Ltd | 49.71 |
ZURICH INSURANCE | 469.60 |
ROCHE GS | 229.10 |
Name | Price |
---|---|
Lonza Group | 484.70 |
UBS | 28.02 |
Partners Group Ho... | 1'196.00 |
Compagnie Financi... | 142.80 |
Holcim | 79.24 |