Last price paid | n.a. | |
Change | -90.00% [ -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 | -98.23% |
Year to date (YTD) | -97.78% |
1 month | n.a. |
3 months | -97.50% |
1 year | -99.77% |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 11'261.03 |
Premium | 0.16% |
Premium p.a. | 7.48% |
Leverage | 93.83 |
Implied volatility | 0.31 |
ISIN | CH1237242370 |
Symbol | SMIGXZ |
Security | 123724237 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 9'800.00 |
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 | 16.39% |
Premium p.a. | 747.67% |
Leverage | 2'131'036.36 |
Implied volatility | 31.07% |
Moneyness | out-of-the-money |
Leverage | 93.8250 |
Delta | 0.0000 |
Gamma | 0.0019 |
Theta | -0.0061 |
Rho | -0.0001 |
Vega | 0.0032 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 9'799.99 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 520.00 |
SONOVA HLDG N | 290.70 |
Sika AG | 281.90 |
KUEHNE & NAGEL | 250.50 |
ROCHE GS | 227.10 |
Name | Price |
---|---|
Compagnie Financi... | 135.05 |
Givaudan | 4'049.00 |
Nestlé SA | 94.34 |
Holcim | 78.26 |
NOVARTIS N | 93.45 |