Last price paid | 0.28 | |
Change | -15.15% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 02.05.2024 |
Last trading | 19.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -63.82% |
Year to date (YTD) | n.a. |
1 month | -68.54% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.76 |
Underlying price on issue | 11'440.62 |
Premium | 0.05% |
Premium p.a. | 0.16% |
Leverage | 21.75 |
Implied volatility | 0.13 |
ISIN | CH1305152782 |
Symbol | SMIM5Z |
Security | 130515278 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'500.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 24.04.2024 |
Premium | 5.32% |
Premium p.a. | 16.32% |
Leverage | 87.28 |
Implied volatility | 13.01% |
Moneyness | out-of-the-money |
Leverage | 21.7509 |
Delta | -0.2492 |
Gamma | 0.0000 |
Theta | -0.0021 |
Rho | -0.0213 |
Vega | 0.0435 |
Fair value | 0.28 |
Intrinsic value | n.a. |
Break-even | 11'362.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |