Last price paid | 0.05 | |
Change | -9.09% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | -71.05% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 11'267.10 |
Premium | 0.09% |
Premium p.a. | 0.54% |
Leverage | 33.26 |
Implied volatility | 0.16 |
ISIN | CH1338496750 |
Symbol | SMI5SZ |
Security | 133849675 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.07.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 10'800.00 |
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 | 8.66% |
Premium p.a. | 54.49% |
Leverage | 428.86 |
Implied volatility | 16.31% |
Moneyness | out-of-the-money |
Leverage | 33.2554 |
Delta | -0.0775 |
Gamma | 0.0000 |
Theta | -0.0018 |
Rho | -0.0033 |
Vega | 0.0137 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 10'772.50 |
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 |