Last price paid | 0.10 | |
Change | +17.65% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 10'000.00 Unit | |
Date/time | 28.05.2024 17:15 |
Fixing | 21.06.2024 |
Settlement date | 02.04.2024 |
Last trading | 20.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -77.88% |
Year to date (YTD) | n.a. |
1 month | -86.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.52 |
Underlying price on issue | 11'693.84 |
Premium | 0.03% |
Premium p.a. | 0.30% |
Leverage | 50.39 |
Implied volatility | 0.11 |
ISIN | CH1305148236 |
Symbol | SMI05Z |
Security | 130514823 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'600.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 22.03.2024 |
Premium | 2.57% |
Premium p.a. | 30.21% |
Leverage | 206.02 |
Implied volatility | 11.30% |
Moneyness | out-of-the-money |
Leverage | 50.3899 |
Delta | -0.2446 |
Gamma | 0.0000 |
Theta | -0.0037 |
Rho | -0.0051 |
Vega | 0.0217 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 11'542.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |