Last price paid | n.a. | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 15.03.2024 |
Settlement date | 22.02.2023 |
Last trading | 14.03.2024 |
Final fixing | 15.03.2024 |
Currency redemption | CHF |
Perf. since issue | -97.96% |
Year to date (YTD) | -75.00% |
1 month | n.a. |
3 months | -80.00% |
1 year | -96.67% |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 11'261.03 |
Premium | 0.18% |
Premium p.a. | 8.26% |
Leverage | 84.95 |
Implied volatility | 0.34 |
ISIN | CH1237242354 |
Symbol | SMIWWZ |
Security | 123724235 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 9'600.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 15.02.2023 |
Premium | 18.09% |
Premium p.a. | 825.52% |
Leverage | 2'131'036.36 |
Implied volatility | 34.46% |
Moneyness | out-of-the-money |
Leverage | 84.9459 |
Delta | 0.0000 |
Gamma | 0.0017 |
Theta | -0.0062 |
Rho | -0.0001 |
Vega | 0.0029 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 9'599.99 |
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 |