Last price paid | 0.10 | |
Change | +11.11% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 17:20 |
Fixing | 19.07.2024 |
Settlement date | 21.05.2024 |
Last trading | 18.07.2024 |
Final fixing | 19.07.2024 |
Currency redemption | CHF |
Perf. since issue | -54.69% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 11'743.51 |
Premium | 0.04% |
Premium p.a. | 0.35% |
Leverage | 35.98 |
Implied volatility | 0.14 |
ISIN | CH1338500536 |
Symbol | SMI3JZ |
Security | 133850053 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.07.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'600.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 13.05.2024 |
Premium | 3.98% |
Premium p.a. | 34.58% |
Leverage | 165.59 |
Implied volatility | 14.01% |
Moneyness | out-of-the-money |
Leverage | 35.9806 |
Delta | -0.2173 |
Gamma | 0.0000 |
Theta | -0.0038 |
Rho | -0.0064 |
Vega | 0.0239 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 11'527.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 94.95 |
ROCHE GS | 246.50 |
SWISSCOM N | 497.00 |
Nestlé SA | 95.12 |
Lonza Group | 480.20 |
Name | Price |
---|---|
Sika AG | 254.30 |
LOGITECH INT. | 88.26 |
SONOVA HLDG N | 274.60 |
Partners Group Ho... | 1'151.00 |
GEBERIT N | 538.60 |