Last price paid | n.a. | |
Change | -5.00% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 19.04.2024 |
Settlement date | 19.03.2024 |
Last trading | 18.04.2024 |
Final fixing | 19.04.2024 |
Currency redemption | CHF |
Perf. since issue | +146.77% |
Year to date (YTD) | n.a. |
1 month | +216.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 11'699.86 |
Premium | 0.00% |
Premium p.a. | 0.05% |
Leverage | 26.06 |
Implied volatility | 0.18 |
ISIN | CH1305144706 |
Symbol | SMI7OZ |
Security | 130514470 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.04.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'600.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 12.03.2024 |
Premium | 0.11% |
Premium p.a. | 4.95% |
Leverage | 29.36 |
Implied volatility | 17.69% |
Moneyness | in-the-money |
Leverage | 26.0586 |
Delta | -0.8876 |
Gamma | 0.0000 |
Theta | -0.0062 |
Rho | -0.0044 |
Vega | 0.0063 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 11'217.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |