Last price paid | n.a. | |
Change | -80.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 15.03.2024 |
Settlement date | 13.01.2023 |
Last trading | 14.03.2024 |
Final fixing | 15.03.2024 |
Currency redemption | CHF |
Perf. since issue | -96.76% |
Year to date (YTD) | -95.00% |
1 month | n.a. |
3 months | n.a. |
1 year | -98.95% |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 11'090.13 |
Premium | 0.02% |
Premium p.a. | 0.70% |
Leverage | 792.72 |
Implied volatility | 0.03 |
ISIN | CH1235750960 |
Symbol | SMIPBZ |
Security | 123575096 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'900.00 |
C/P type | call |
Subscription ratio | 2'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 2000 |
Value day | 06.01.2023 |
Premium | 1.53% |
Premium p.a. | 69.80% |
Leverage | 1'065'518.18 |
Implied volatility | 3.15% |
Moneyness | out-of-the-money |
Leverage | 792.7209 |
Delta | 0.0007 |
Gamma | 0.0000 |
Theta | -0.0046 |
Rho | 0.0009 |
Vega | 0.0223 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 11'900.01 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 80.34 |
SONOVA HLDG N | 284.90 |
LOGITECH INT. | 80.16 |
Compagnie Financi... | 136.55 |
Partners Group Ho... | 1'245.00 |
Name | Price |
---|---|
ROCHE GS | 223.30 |
Lonza Group | 506.40 |
Swiss Re | 102.90 |
ZURICH INSURANCE | 451.10 |
Givaudan | 4'070.00 |