Last price paid | n.a. | |
Change | -35.71% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 19.04.2024 |
Settlement date | 01.02.2024 |
Last trading | 18.04.2024 |
Final fixing | 19.04.2024 |
Currency redemption | CHF |
Perf. since issue | -74.24% |
Year to date (YTD) | n.a. |
1 month | -89.41% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 11'158.65 |
Premium | 0.00% |
Premium p.a. | 0.05% |
Leverage | 192.19 |
Implied volatility | 0.03 |
ISIN | CH1305132719 |
Symbol | SMI0PZ |
Security | 130513271 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.04.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'200.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 25.01.2024 |
Premium | 0.11% |
Premium p.a. | 5.20% |
Leverage | 264.23 |
Implied volatility | 3.32% |
Moneyness | in-the-money |
Leverage | 192.1922 |
Delta | 0.7274 |
Gamma | 0.0000 |
Theta | -0.0029 |
Rho | 0.0036 |
Vega | 0.0110 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 11'242.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |