Last price paid | 0.32 | |
Change | +128.57% [ +0.18 ] | |
Last traded volume | 4'500.00 Unit | |
Cumulative volume | 4'500.00 Unit | |
Date/time | 02.08.2024 11:49 |
Fixing | 20.09.2024 |
Settlement date | 09.04.2024 |
Last trading | 19.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -62.09% |
Year to date (YTD) | n.a. |
1 month | -64.10% |
3 months | -88.98% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.91 |
Underlying price on issue | 11'691.22 |
Premium | 0.03% |
Premium p.a. | 0.20% |
Leverage | 25.31 |
Implied volatility | 0.14 |
ISIN | CH1305150034 |
Symbol | SMIE0Z |
Security | 130515003 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'800.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 02.04.2024 |
Premium | 3.03% |
Premium p.a. | 19.74% |
Leverage | 69.51 |
Implied volatility | 14.29% |
Moneyness | out-of-the-money |
Leverage | 25.3150 |
Delta | -0.3642 |
Gamma | 0.0000 |
Theta | -0.0042 |
Rho | -0.0142 |
Vega | 0.0353 |
Fair value | 0.35 |
Intrinsic value | n.a. |
Break-even | 11'627.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 90.54 |
SWISSCOM N | 533.00 |
ROCHE GS | 283.10 |
NOVARTIS N | 96.92 |
Givaudan | 4'193.00 |
Name | Price |
---|---|
ABB Ltd | 44.60 |
UBS | 24.44 |
Partners Group Ho... | 1'096.50 |
LOGITECH INT. | 73.64 |
Sika AG | 248.80 |