Last price paid | 1.76 | |
Change | +1.15% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 18.12.2023 |
Last trading | 20.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +209.65% |
Year to date (YTD) | +198.31% |
1 month | +147.89% |
3 months | +137.84% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.57 |
Underlying price on issue | 11'064.29 |
Premium | 0.00% |
Premium p.a. | 0.02% |
Leverage | 13.04 |
Implied volatility | 0.15 |
ISIN | CH1281051453 |
Symbol | SMI2WZ |
Security | 128105145 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'100.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 11.12.2023 |
Premium | 0.18% |
Premium p.a. | 2.09% |
Leverage | 13.55 |
Implied volatility | 14.60% |
Moneyness | in-the-money |
Leverage | 13.0418 |
Delta | 0.9623 |
Gamma | 0.0000 |
Theta | -0.0022 |
Rho | 0.0201 |
Vega | 0.0058 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 11'982.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 250.90 |
ABB Ltd | 49.82 |
UBS | 28.43 |
Givaudan | 4'252.00 |
Swiss Life Hldg | 634.80 |
Name | Price |
---|---|
LOGITECH INT. | 87.34 |
SONOVA HLDG N | 291.20 |
Lonza Group | 512.80 |
Partners Group Ho... | 1'229.00 |
ROCHE GS | 229.90 |