Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.12.2022 |
Last trading | 20.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.43% |
Year to date (YTD) | -70.00% |
1 month | n.a. |
3 months | -57.14% |
1 year | -90.00% |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 10'712.74 |
Premium | 0.19% |
Premium p.a. | 1.53% |
Leverage | 69.00 |
Implied volatility | 0.17 |
ISIN | CH1235748394 |
Symbol | SMIPGZ |
Security | 123574839 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 9'500.00 |
C/P type | put |
Subscription ratio | 2'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 2000 |
Value day | 20.12.2022 |
Premium | 19.27% |
Premium p.a. | 152.93% |
Leverage | 588'404.00 |
Implied volatility | 16.67% |
Moneyness | out-of-the-money |
Leverage | 69.0035 |
Delta | -0.0001 |
Gamma | 0.0007 |
Theta | -0.0017 |
Rho | -0.0011 |
Vega | 0.0096 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 9'499.98 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 78.16 |
ABB Ltd | 47.81 |
Givaudan | 4'104.00 |
ROCHE GS | 227.80 |
Alcon AG | 74.34 |
Name | Price |
---|---|
Holcim | 78.26 |
Lonza Group | 516.40 |
Partners Group Ho... | 1'238.50 |
Swiss Re | 104.85 |
SONOVA HLDG N | 267.70 |