Last price paid | 0.17 | |
Change | -10.53% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 14.05.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -57.61% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.46 |
Underlying price on issue | 794.36 |
Premium | 0.11% |
Premium p.a. | 1.36% |
Leverage | 6.74 |
Implied volatility | 0.70 |
ISIN | CH1338498541 |
Symbol | SMC61Z |
Security | 133849854 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Super Micro Comp Rg, US86800U1043 |
Underlying ISIN | US86800U1043 |
Strike | 820.00 |
C/P type | put |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 06.05.2024 |
Premium | 11.14% |
Premium p.a. | 135.56% |
Leverage | 20.47 |
Implied volatility | 70.40% |
Moneyness | out-of-the-money |
Leverage | 6.7361 |
Delta | -0.3291 |
Gamma | 0.0000 |
Theta | -0.0047 |
Rho | -0.0012 |
Vega | 0.0041 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 777.26 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.25 |
Givaudan | 4'235.00 |
ZURICH INSURANCE | 469.30 |
Nestlé SA | 91.72 |
ABB Ltd | 49.61 |
Name | Price |
---|---|
Lonza Group | 486.60 |
UBS | 27.97 |
Compagnie Financi... | 142.20 |
Partners Group Ho... | 1'194.00 |
GEBERIT N | 555.40 |