Last price paid | 0.09 | |
Change | -10.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 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 | -78.41% |
Year to date (YTD) | n.a. |
1 month | -74.29% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.44 |
Underlying price on issue | 892.81 |
Premium | 0.17% |
Premium p.a. | 2.02% |
Leverage | 8.03 |
Implied volatility | 0.71 |
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 | 16.64% |
Premium p.a. | 202.42% |
Leverage | 42.04 |
Implied volatility | 71.42% |
Moneyness | out-of-the-money |
Leverage | 8.0260 |
Delta | -0.1909 |
Gamma | 0.0000 |
Theta | -0.0036 |
Rho | -0.0007 |
Vega | 0.0031 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 729.19 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.95 |
ROCHE GS | 230.50 |
ABB Ltd | 49.74 |
Givaudan | 4'229.00 |
ZURICH INSURANCE | 469.40 |
Name | Price |
---|---|
Lonza Group | 484.00 |
UBS | 28.00 |
Partners Group Ho... | 1'196.50 |
LOGITECH INT. | 86.36 |
Holcim | 79.30 |