Last price paid | 0.065 | |
Change | -18.75% [ -0.02 ] | |
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 | -8.33% |
Year to date (YTD) | n.a. |
1 month | +116.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 11'623.89 |
Premium | 0.10% |
Premium p.a. | 0.31% |
Leverage | 35.35 |
Implied volatility | 0.11 |
ISIN | CH1305147014 |
Symbol | SMIG3Z |
Security | 130514701 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 13'000.00 |
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 | 10.26% |
Premium p.a. | 30.94% |
Leverage | 429.66 |
Implied volatility | 11.06% |
Moneyness | out-of-the-money |
Leverage | 35.3514 |
Delta | 0.0823 |
Gamma | 0.0000 |
Theta | -0.0010 |
Rho | 0.0057 |
Vega | 0.0207 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 13'027.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.15 |
Givaudan | 4'233.00 |
ZURICH INSURANCE | 469.50 |
ABB Ltd | 49.65 |
Nestlé SA | 91.60 |
Name | Price |
---|---|
Lonza Group | 485.70 |
UBS | 27.97 |
Partners Group Ho... | 1'194.50 |
Compagnie Financi... | 142.40 |
GEBERIT N | 555.60 |