Last price paid | 0.42 | |
Change | +13.51% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 10'000.00 Unit | |
Date/time | 05.07.2024 17:15 |
Fixing | 16.08.2024 |
Settlement date | 11.06.2024 |
Last trading | 15.08.2024 |
Final fixing | 16.08.2024 |
Currency redemption | CHF |
Perf. since issue | -23.58% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.53 |
Underlying price on issue | 12'035.57 |
Premium | 0.01% |
Premium p.a. | 0.09% |
Leverage | 32.86 |
Implied volatility | 0.10 |
ISIN | CH1338508224 |
Symbol | SMIX1Z |
Security | 133850822 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 23.08.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 12'100.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 04.06.2024 |
Premium | 1.00% |
Premium p.a. | 8.89% |
Leverage | 59.35 |
Implied volatility | 10.45% |
Moneyness | in-the-money |
Leverage | 32.8572 |
Delta | -0.5537 |
Gamma | 0.0000 |
Theta | -0.0036 |
Rho | -0.0153 |
Vega | 0.0318 |
Fair value | 0.24 |
Intrinsic value | n.a. |
Break-even | 11'897.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'217.00 |
Lonza Group | 502.20 |
Swiss Life Hldg | 659.40 |
ROCHE GS | 243.30 |
SWISSCOM N | 511.50 |
Name | Price |
---|---|
SONOVA HLDG N | 275.80 |
ABB Ltd | 49.73 |
LOGITECH INT. | 84.60 |
Givaudan | 4'257.00 |
KUEHNE & NAGEL | 264.10 |