Last price paid | 0.20 | |
Change | +42.86% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -53.41% |
Year to date (YTD) | n.a. |
1 month | -28.57% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.44 |
Underlying price on issue | 892.81 |
Premium | 0.09% |
Premium p.a. | 1.14% |
Leverage | 6.70 |
Implied volatility | 0.68 |
ISIN | CH1305146834 |
Symbol | SMCQTZ |
Security | 130514683 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Super Micro Comp Rg, US86800U1043 |
Underlying ISIN | US86800U1043 |
Strike | 750.00 |
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 | 8.72% |
Premium p.a. | 113.68% |
Leverage | 17.01 |
Implied volatility | 68.12% |
Moneyness | out-of-the-money |
Leverage | 6.6982 |
Delta | -0.3937 |
Gamma | 0.0000 |
Theta | -0.0043 |
Rho | -0.0012 |
Vega | 0.0037 |
Fair value | 0.21 |
Intrinsic value | n.a. |
Break-even | 704.63 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |