Last price paid | 1.39 | |
Change | -1.42% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 04.04.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | +4.71% |
Year to date (YTD) | n.a. |
1 month | -14.72% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.38 |
Underlying price on issue | 1'070.46 |
Premium | 0.16% |
Premium p.a. | 0.24% |
Leverage | 1.26 |
Implied volatility | 0.80 |
ISIN | CH1305149010 |
Symbol | SMCEVZ |
Security | 130514901 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Super Micro Comp Rg, US86800U1043 |
Underlying ISIN | US86800U1043 |
Strike | 1'050.00 |
C/P type | put |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 26.03.2024 |
Premium | 16.15% |
Premium p.a. | 24.26% |
Leverage | 2.76 |
Implied volatility | 80.37% |
Moneyness | in-the-money |
Leverage | 1.2648 |
Delta | -0.4577 |
Gamma | 0.0000 |
Theta | -0.0016 |
Rho | -0.0218 |
Vega | 0.0129 |
Fair value | 0.64 |
Intrinsic value | n.a. |
Break-even | 733.44 |
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 | 4'238.00 |
ABB Ltd | 49.73 |
ROCHE GS | 229.30 |
ZURICH INSURANCE | 469.60 |
Name | Price |
---|---|
Lonza Group | 485.40 |
UBS | 28.02 |
Partners Group Ho... | 1'196.00 |
GEBERIT N | 556.80 |
Compagnie Financi... | 142.85 |