Last price paid | 0.46 | |
Change | +15.00% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 17:20 |
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 | -14.15% |
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. | 0.08% |
Leverage | 28.02 |
Implied volatility | 0.11 |
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 | 1.26% |
Premium p.a. | 8.09% |
Leverage | 52.85 |
Implied volatility | 10.64% |
Moneyness | in-the-money |
Leverage | 28.0201 |
Delta | -0.5301 |
Gamma | 0.0000 |
Theta | -0.0030 |
Rho | -0.0205 |
Vega | 0.0378 |
Fair value | 0.30 |
Intrinsic value | n.a. |
Break-even | 11'872.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Life Hldg | 658.00 |
SONOVA HLDG N | 276.30 |
ABB Ltd | 49.83 |
ROCHE GS | 250.40 |
ZURICH INSURANCE | 481.70 |
Name | Price |
---|---|
Partners Group Ho... | 1'130.50 |
KUEHNE & NAGEL | 258.60 |
Lonza Group | 484.00 |
SWISSCOM N | 500.50 |
UBS | 26.21 |