Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 17.05.2024 |
Settlement date | 28.02.2024 |
Last trading | 16.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
Perf. since issue | -98.28% |
Year to date (YTD) | n.a. |
1 month | -95.95% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.58 |
Underlying price on issue | 11'419.55 |
Premium | 0.05% |
Premium p.a. | 1.81% |
Leverage | 81.03 |
Implied volatility | 0.18 |
ISIN | CH1305138518 |
Symbol | SMI1WZ |
Security | 130513851 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'300.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 21.02.2024 |
Premium | 5.45% |
Premium p.a. | 181.00% |
Leverage | 2'389.33 |
Implied volatility | 17.84% |
Moneyness | out-of-the-money |
Leverage | 81.0348 |
Delta | -0.0339 |
Gamma | 0.0000 |
Theta | -0.0025 |
Rho | -0.0003 |
Vega | 0.0031 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 11'295.00 |
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 |