Last price paid | 0.10 | |
Change | +11.11% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 17:20 |
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 | -50.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 11'970.81 |
Premium | 0.06% |
Premium p.a. | 0.36% |
Leverage | 35.63 |
Implied volatility | 0.14 |
ISIN | CH1338505444 |
Symbol | SMI1TZ |
Security | 133850544 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 23.08.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'400.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 22.05.2024 |
Premium | 5.67% |
Premium p.a. | 36.34% |
Leverage | 253.38 |
Implied volatility | 13.59% |
Moneyness | out-of-the-money |
Leverage | 35.6319 |
Delta | -0.1406 |
Gamma | 0.0000 |
Theta | -0.0024 |
Rho | -0.0057 |
Vega | 0.0212 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 11'352.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 276.90 |
Swiss Life Hldg | 658.20 |
ABB Ltd | 49.88 |
ROCHE GS | 250.50 |
ZURICH INSURANCE | 481.70 |
Name | Price |
---|---|
Partners Group Ho... | 1'130.50 |
KUEHNE & NAGEL | 257.60 |
Lonza Group | 484.20 |
SWISSCOM N | 500.50 |
UBS | 26.22 |