Last price paid | n.a. | |
Change | -25.00% [ -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 | -97.30% |
Year to date (YTD) | -70.00% |
1 month | -40.00% |
3 months | -83.33% |
1 year | -96.34% |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 11'261.03 |
Premium | 0.14% |
Premium p.a. | 6.31% |
Leverage | 104.10 |
Implied volatility | 0.27 |
ISIN | CH1237242412 |
Symbol | SMIRFZ |
Security | 123724241 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 10'100.00 |
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 | 13.83% |
Premium p.a. | 630.89% |
Leverage | 1'172'070.00 |
Implied volatility | 27.02% |
Moneyness | out-of-the-money |
Leverage | 104.0990 |
Delta | -0.0001 |
Gamma | 0.0021 |
Theta | -0.0103 |
Rho | -0.0003 |
Vega | 0.0061 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 10'099.99 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 523.00 |
SONOVA HLDG N | 291.60 |
Sika AG | 281.80 |
ROCHE GS | 227.10 |
KUEHNE & NAGEL | 249.50 |
Name | Price |
---|---|
Compagnie Financi... | 135.20 |
Nestlé SA | 94.34 |
NOVARTIS N | 93.48 |
Givaudan | 4'066.00 |
Alcon AG | 79.96 |