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Super Micro Computer Inc

ISIN: CH1338499093 Security: 133849909 Symbol: SMCNRZ Life cycle
Secondary market

Bid Price 0.22

Ask Price 0.23

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 10:51:06

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.05.2024
Key Information Document DE 06.05.2024
Key Information Document EN 06.05.2024
Key Information Document FR 06.05.2024
Key Information Document IT 06.05.2024

Price data

  Bid Ask
Price 0.22 0.23
Volume 250'000.00 250'000.00
Date/time 29.05.24 10:51 29.05.24 10:51

Current data

Last price paid 0.29
Change -6.45% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date14.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +2.27%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue794.33
Premium0.09%
Premium p.a.1.04%
Leverage8.45
Implied volatility0.59

Reference data

ISIN CH1338499093
Symbol SMCNRZ
Security 133849909
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Super Micro Comp Rg, US86800U1043
Underlying ISIN US86800U1043
Strike 900.00
C/P type call
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 200
Value day 06.05.2024

Key figures

Premium 8.53%
Premium p.a. 103.74%
Leverage 17.74
Implied volatility 58.71%
Moneyness out-of-the-money
Leverage 8.4509
Delta 0.4764
Gamma 0.0000
Theta -0.0047
Rho 0.0014
Vega 0.0046
Fair value 0.23
Intrinsic value n.a.
Break-even 949.31
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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