Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 17:20 |
Fixing | 19.07.2024 |
Settlement date | 14.06.2024 |
Last trading | 18.07.2024 |
Final fixing | 19.07.2024 |
Currency redemption | CHF |
Perf. since issue | -79.17% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 12'224.01 |
Premium | 0.07% |
Premium p.a. | 1.87% |
Leverage | 71.74 |
Implied volatility | 0.19 |
ISIN | CH1338509156 |
Symbol | SMISVZ |
Security | 133850915 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.07.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 12'800.00 |
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 | 6.66% |
Premium p.a. | 187.11% |
Leverage | 1'920.98 |
Implied volatility | 18.72% |
Moneyness | out-of-the-money |
Leverage | 71.7384 |
Delta | 0.0373 |
Gamma | 0.0000 |
Theta | -0.0027 |
Rho | 0.0003 |
Vega | 0.0037 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 12'806.25 |
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 |