Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.03.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.05.2023 |
Last trading | 20.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -90.91% |
Year to date (YTD) | -70.00% |
1 month | n.a. |
3 months | -70.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 11'548.06 |
Premium | 0.29% |
Premium p.a. | 2.32% |
Leverage | 16.82 |
Implied volatility | 0.46 |
ISIN | CH1250734584 |
Symbol | SMI6RZ |
Security | 125073458 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 8'400.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 19.05.2023 |
Premium | 28.58% |
Premium p.a. | 231.80% |
Leverage | 1'174.71 |
Implied volatility | 45.54% |
Moneyness | out-of-the-money |
Leverage | 16.8190 |
Delta | -0.0143 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | -0.0003 |
Vega | 0.0015 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 8'390.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 80.48 |
SONOVA HLDG N | 278.70 |
LOGITECH INT. | 79.16 |
Compagnie Financi... | 135.70 |
KUEHNE & NAGEL | 248.20 |
Name | Price |
---|---|
ROCHE GS | 222.10 |
Swiss Re | 103.10 |
Givaudan | 4'057.00 |
ZURICH INSURANCE | 449.90 |
Swiss Life Hldg | 642.40 |