Last price paid | 0.47 | |
Change | +30.56% [ +0.11 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.07.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 14.06.2024 |
Last trading | 19.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -18.10% |
Year to date (YTD) | n.a. |
1 month | +4.44% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.58 |
Underlying price on issue | 12'224.01 |
Premium | 0.02% |
Premium p.a. | 0.12% |
Leverage | 25.85 |
Implied volatility | 0.11 |
ISIN | CH1338509198 |
Symbol | SMIBAZ |
Security | 133850919 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 12'300.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 07.06.2024 |
Premium | 2.30% |
Premium p.a. | 11.99% |
Leverage | 51.60 |
Implied volatility | 11.41% |
Moneyness | out-of-the-money |
Leverage | 25.8523 |
Delta | 0.5010 |
Gamma | 0.0000 |
Theta | -0.0039 |
Rho | 0.0226 |
Vega | 0.0428 |
Fair value | 0.48 |
Intrinsic value | n.a. |
Break-even | 12'537.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 552.60 |
Lonza Group | 520.60 |
Alcon AG | 80.80 |
Holcim | 82.42 |
Compagnie Financi... | 141.35 |
Name | Price |
---|---|
Swiss Life Hldg | 677.60 |
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 81.82 |
SWISSCOM N | 525.50 |
Swiss Re | 110.60 |