Last price paid | n.a. | |
Change | +400.00% [ 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 | 23.03.2023 |
Last trading | 14.03.2024 |
Final fixing | 15.03.2024 |
Currency redemption | CHF |
Perf. since issue | -85.71% |
Year to date (YTD) | -66.67% |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 10'621.23 |
Premium | 0.32% |
Premium p.a. | 14.48% |
Leverage | 40.90 |
Implied volatility | 0.69 |
ISIN | CH1250714800 |
Symbol | SMICBZ |
Security | 125071480 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 8'000.00 |
C/P type | put |
Subscription ratio | 2'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 2000 |
Value day | 16.03.2023 |
Premium | 31.74% |
Premium p.a. | 1448.36% |
Leverage | 586'035.00 |
Implied volatility | 68.71% |
Moneyness | out-of-the-money |
Leverage | 40.9013 |
Delta | -0.0001 |
Gamma | 0.0004 |
Theta | -0.0105 |
Rho | -0.0001 |
Vega | 0.0024 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 7'999.98 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 47.92 |
LOGITECH INT. | 83.08 |
Sika AG | 283.60 |
Alcon AG | 80.52 |
Partners Group Ho... | 1'264.00 |
Name | Price |
---|---|
SONOVA HLDG N | 281.50 |
Lonza Group | 522.20 |
Nestlé SA | 95.58 |
Swiss Re | 109.15 |
UBS | 27.38 |