Last price paid | 0.06 | |
Change | +9.09% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 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 | -72.92% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 11'267.10 |
Premium | 0.08% |
Premium p.a. | 0.49% |
Leverage | 33.44 |
Implied volatility | 0.16 |
ISIN | CH1338496776 |
Symbol | SMIA7Z |
Security | 133849677 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.07.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 10'900.00 |
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 | 7.85% |
Premium p.a. | 49.42% |
Leverage | 362.88 |
Implied volatility | 15.69% |
Moneyness | out-of-the-money |
Leverage | 33.4437 |
Delta | -0.0922 |
Gamma | 0.0000 |
Theta | -0.0020 |
Rho | -0.0038 |
Vega | 0.0155 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 10'867.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.35 |
ZURICH INSURANCE | 471.00 |
ROCHE GS | 229.60 |
LOGITECH INT. | 87.22 |
SONOVA HLDG N | 288.10 |
Name | Price |
---|---|
Lonza Group | 482.50 |
UBS | 27.91 |
Swiss Life Hldg | 623.00 |
GEBERIT N | 554.20 |
Compagnie Financi... | 142.25 |