Last price paid | 1.91 | |
Change | +10.40% [ +0.18 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 18.12.2023 |
Last trading | 20.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +235.96% |
Year to date (YTD) | +223.73% |
1 month | +260.38% |
3 months | +218.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.57 |
Underlying price on issue | 11'064.29 |
Premium | 0.00% |
Premium p.a. | 0.01% |
Leverage | 12.47 |
Implied volatility | 0.10 |
ISIN | CH1281051453 |
Symbol | SMI2WZ |
Security | 128105145 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'100.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 11.12.2023 |
Premium | 0.16% |
Premium p.a. | 1.41% |
Leverage | 12.57 |
Implied volatility | 10.29% |
Moneyness | in-the-money |
Leverage | 12.4664 |
Delta | 0.9916 |
Gamma | 0.0000 |
Theta | -0.0011 |
Rho | 0.0274 |
Vega | 0.0019 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 12'057.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |