Last price paid | 0.23 | |
Change | +15.00% [ +0.03 ] | |
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 | -40.79% |
Year to date (YTD) | n.a. |
1 month | -37.84% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 11'970.81 |
Premium | 0.03% |
Premium p.a. | 0.19% |
Leverage | 33.01 |
Implied volatility | 0.12 |
ISIN | CH1338505493 |
Symbol | SMI5VZ |
Security | 133850549 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 23.08.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'800.00 |
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 | 2.89% |
Premium p.a. | 18.53% |
Leverage | 106.99 |
Implied volatility | 11.67% |
Moneyness | out-of-the-money |
Leverage | 33.0107 |
Delta | -0.3086 |
Gamma | 0.0000 |
Theta | -0.0031 |
Rho | -0.0122 |
Vega | 0.0335 |
Fair value | 0.23 |
Intrinsic value | n.a. |
Break-even | 11'687.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 276.80 |
Swiss Life Hldg | 657.40 |
ROCHE GS | 250.70 |
ABB Ltd | 49.83 |
ZURICH INSURANCE | 481.70 |
Name | Price |
---|---|
Partners Group Ho... | 1'127.50 |
KUEHNE & NAGEL | 258.00 |
Lonza Group | 484.50 |
SWISSCOM N | 501.00 |
NOVARTIS N | 95.72 |