Last price paid | 0.26 | |
Change | -21.21% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 5'000.00 Unit | |
Date/time | 26.06.2024 17:15 |
Fixing | 16.08.2024 |
Settlement date | 29.05.2024 |
Last trading | 15.08.2024 |
Final fixing | 16.08.2024 |
Currency redemption | CHF |
Perf. since issue | -25.68% |
Year to date (YTD) | n.a. |
1 month | -21.21% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 11'971.81 |
Premium | 0.03% |
Premium p.a. | 0.17% |
Leverage | 34.14 |
Implied volatility | 0.11 |
ISIN | CH1338505246 |
Symbol | SMI5ZZ |
Security | 133850524 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 23.08.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 12'200.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 22.05.2024 |
Premium | 2.65% |
Premium p.a. | 16.96% |
Leverage | 87.41 |
Implied volatility | 10.77% |
Moneyness | out-of-the-money |
Leverage | 34.1370 |
Delta | 0.3905 |
Gamma | 0.0000 |
Theta | -0.0038 |
Rho | 0.0140 |
Vega | 0.0365 |
Fair value | 0.28 |
Intrinsic value | n.a. |
Break-even | 12'337.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Life Hldg | 657.80 |
SONOVA HLDG N | 276.00 |
ABB Ltd | 49.87 |
ROCHE GS | 250.40 |
ZURICH INSURANCE | 481.70 |
Name | Price |
---|---|
Partners Group Ho... | 1'131.00 |
KUEHNE & NAGEL | 258.70 |
Lonza Group | 484.30 |
SWISSCOM N | 500.50 |
UBS | 26.20 |