Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.07.2024 17:20 |
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 | -94.83% |
Year to date (YTD) | n.a. |
1 month | -63.64% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 11'267.10 |
Premium | 0.09% |
Premium p.a. | 1.78% |
Leverage | 50.38 |
Implied volatility | 0.23 |
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 | 8.79% |
Premium p.a. | 178.21% |
Leverage | 1'606.89 |
Implied volatility | 22.54% |
Moneyness | out-of-the-money |
Leverage | 50.3759 |
Delta | -0.0313 |
Gamma | 0.0000 |
Theta | -0.0023 |
Rho | -0.0004 |
Vega | 0.0038 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 10'992.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 110.20 |
Holcim | 81.76 |
Swiss Life Hldg | 669.00 |
Givaudan | 4'305.00 |
ZURICH INSURANCE | 475.50 |
Name | Price |
---|---|
KUEHNE & NAGEL | 255.90 |
Compagnie Financi... | 138.25 |
Partners Group Ho... | 1'206.50 |
SONOVA HLDG N | 274.20 |
Sika AG | 258.60 |