Last price paid | n.a. | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 19.07.2024 |
Settlement date | 13.05.2024 |
Last trading | 18.07.2024 |
Final fixing | 19.07.2024 |
Currency redemption | CHF |
Perf. since issue | -96.55% |
Year to date (YTD) | n.a. |
1 month | -57.14% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 11'267.10 |
Premium | 0.10% |
Premium p.a. | 4.67% |
Leverage | 50.01 |
Implied volatility | 0.36 |
ISIN | CH1338496792 |
Symbol | SMIYXZ |
Security | 133849679 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.07.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'000.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 03.05.2024 |
Premium | 10.23% |
Premium p.a. | 466.62% |
Leverage | 2'449.52 |
Implied volatility | 36.04% |
Moneyness | out-of-the-money |
Leverage | 50.0065 |
Delta | -0.0204 |
Gamma | 0.0000 |
Theta | -0.0040 |
Rho | -0.0001 |
Vega | 0.0018 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 10'995.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 587.40 |
Givaudan | 4'307.00 |
ABB Ltd | 48.78 |
Partners Group Ho... | 1'184.50 |
SONOVA HLDG N | 269.30 |
Name | Price |
---|---|
Sika AG | 266.80 |
Swiss Re | 108.45 |
ZURICH INSURANCE | 483.20 |
Compagnie Financi... | 134.00 |
UBS | 26.66 |