Last price paid | 0.94 | |
Change | -9.62% [ -0.10 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 09.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +28.08% |
Year to date (YTD) | n.a. |
1 month | -3.09% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.73 |
Underlying price on issue | 1'044.56 |
Premium | 0.01% |
Premium p.a. | 0.14% |
Leverage | 3.35 |
Implied volatility | 0.81 |
ISIN | CH1305150083 |
Symbol | SMCBEZ |
Security | 130515008 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Super Micro Comp Rg, US86800U1043 |
Underlying ISIN | US86800U1043 |
Strike | 1'000.00 |
C/P type | put |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 02.04.2024 |
Premium | 0.67% |
Premium p.a. | 13.59% |
Leverage | 3.82 |
Implied volatility | 80.83% |
Moneyness | in-the-money |
Leverage | 3.3523 |
Delta | -0.8768 |
Gamma | 0.0000 |
Theta | -0.0030 |
Rho | -0.0020 |
Vega | 0.0016 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 791.57 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'362.00 |
Holcim | 80.46 |
GEBERIT N | 551.80 |
Lonza Group | 501.00 |
ABB Ltd | 50.36 |
Name | Price |
---|---|
Nestlé SA | 95.60 |
UBS | 28.03 |
Swiss Re | 112.25 |
ROCHE GS | 239.70 |
Compagnie Financi... | 148.55 |