Last price paid | n.a. | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 19.04.2024 |
Settlement date | 01.02.2024 |
Last trading | 18.04.2024 |
Final fixing | 19.04.2024 |
Currency redemption | CHF |
Perf. since issue | -93.33% |
Year to date (YTD) | n.a. |
1 month | -96.81% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 11'159.65 |
Premium | 0.02% |
Premium p.a. | 1.12% |
Leverage | 148.53 |
Implied volatility | 0.10 |
ISIN | CH1305132834 |
Symbol | SMI4UZ |
Security | 130513283 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.04.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'500.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 25.01.2024 |
Premium | 2.44% |
Premium p.a. | 111.55% |
Leverage | 2'246.09 |
Implied volatility | 10.45% |
Moneyness | out-of-the-money |
Leverage | 148.5258 |
Delta | 0.0661 |
Gamma | 0.0000 |
Theta | -0.0028 |
Rho | 0.0003 |
Vega | 0.0043 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 11'505.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 236.90 |
Swiss Re | 107.10 |
ZURICH INSURANCE | 463.30 |
Alcon AG | 81.30 |
Partners Group Ho... | 1'287.00 |
Name | Price |
---|---|
KUEHNE & NAGEL | 246.60 |
LOGITECH INT. | 80.10 |
NOVARTIS N | 92.91 |
SWISSCOM N | 501.50 |
Nestlé SA | 95.26 |