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 | -99.26% |
Year to date (YTD) | -96.67% |
1 month | -95.24% |
3 months | -96.77% |
1 year | -98.81% |
3 years | n.a. |
Issue price | 0.74 |
Underlying price on issue | 11'261.03 |
Premium | 0.04% |
Premium p.a. | 2.03% |
Leverage | 320.50 |
Implied volatility | 0.09 |
ISIN | CH1237242396 |
Symbol | SMINWZ |
Security | 123724239 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'200.00 |
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 | 4.44% |
Premium p.a. | 202.69% |
Leverage | 2'131'036.36 |
Implied volatility | 8.58% |
Moneyness | out-of-the-money |
Leverage | 320.5045 |
Delta | -0.0002 |
Gamma | 0.0067 |
Theta | -0.0053 |
Rho | -0.0004 |
Vega | 0.0101 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 11'199.99 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 94.20 |
GEBERIT N | 549.60 |
ABB Ltd | 46.57 |
Lonza Group | 526.40 |
KUEHNE & NAGEL | 250.50 |
Name | Price |
---|---|
UBS | 26.33 |
Alcon AG | 72.94 |
SONOVA HLDG N | 266.80 |
Partners Group Ho... | 1'237.50 |
Swiss Life Hldg | 639.60 |