Last price paid | 1.17 | |
Change | -14.60% [ -0.20 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 06.02.2024 |
Last trading | 20.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +84.92% |
Year to date (YTD) | n.a. |
1 month | +160.00% |
3 months | +148.94% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.63 |
Underlying price on issue | 11'445.69 |
Premium | 0.00% |
Premium p.a. | 0.03% |
Leverage | 18.81 |
Implied volatility | 0.12 |
ISIN | CH1305134327 |
Symbol | SMIRDZ |
Security | 130513432 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'300.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 30.01.2024 |
Premium | 0.24% |
Premium p.a. | 2.78% |
Leverage | 20.35 |
Implied volatility | 11.90% |
Moneyness | in-the-money |
Leverage | 18.8075 |
Delta | 0.9242 |
Gamma | 0.0000 |
Theta | -0.0027 |
Rho | 0.0185 |
Vega | 0.0099 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 11'882.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.35 |
ROCHE GS | 229.30 |
Givaudan | 4'225.00 |
LOGITECH INT. | 86.96 |
Sika AG | 276.10 |
Name | Price |
---|---|
Lonza Group | 489.50 |
Alcon AG | 80.14 |
KUEHNE & NAGEL | 249.20 |
UBS | 28.09 |
Holcim | 79.36 |