Last price paid | 0.06 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.06.2024 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 | -54.55% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 11'970.81 |
Premium | 0.10% |
Premium p.a. | 0.60% |
Leverage | 32.32 |
Implied volatility | 0.17 |
ISIN | CH1338505485 |
Symbol | SMITZZ |
Security | 133850548 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 23.08.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'000.00 |
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 | 9.59% |
Premium p.a. | 60.37% |
Leverage | 485.58 |
Implied volatility | 17.23% |
Moneyness | out-of-the-money |
Leverage | 32.3186 |
Delta | -0.0666 |
Gamma | 0.0000 |
Theta | -0.0018 |
Rho | -0.0029 |
Vega | 0.0125 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 10'975.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 262.90 |
Lonza Group | 492.80 |
Sika AG | 261.00 |
SONOVA HLDG N | 274.30 |
NOVARTIS N | 96.57 |
Name | Price |
---|---|
Compagnie Financi... | 142.40 |
SWISSCOM N | 502.50 |
ZURICH INSURANCE | 482.70 |
Swiss Re | 111.85 |
ROCHE GS | 252.40 |