Last price paid | 1.33 | |
Change | -7.64% [ -0.11 ] | |
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 | +136.61% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.56 |
Underlying price on issue | 11'267.10 |
Premium | 0.01% |
Premium p.a. | 0.04% |
Leverage | 15.34 |
Implied volatility | 0.13 |
ISIN | CH1338496727 |
Symbol | SMIY6Z |
Security | 133849672 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.07.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'200.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 03.05.2024 |
Premium | 0.58% |
Premium p.a. | 3.67% |
Leverage | 17.80 |
Implied volatility | 12.75% |
Moneyness | in-the-money |
Leverage | 15.3352 |
Delta | 0.8614 |
Gamma | 0.0000 |
Theta | -0.0030 |
Rho | 0.0318 |
Vega | 0.0208 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 11'862.50 |
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 |