Last price paid | n.a. | |
Change | -40.00% [ -0.01 ] | |
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 | -97.78% |
Year to date (YTD) | n.a. |
1 month | -70.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.45 |
Underlying price on issue | 11'158.15 |
Premium | 0.02% |
Premium p.a. | 0.96% |
Leverage | 156.99 |
Implied volatility | 0.10 |
ISIN | CH1305133360 |
Symbol | SMI5BZ |
Security | 130513336 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.04.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'000.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 25.01.2024 |
Premium | 2.10% |
Premium p.a. | 95.65% |
Leverage | 2'246.09 |
Implied volatility | 9.68% |
Moneyness | out-of-the-money |
Leverage | 156.9877 |
Delta | -0.0699 |
Gamma | 0.0000 |
Theta | -0.0026 |
Rho | -0.0004 |
Vega | 0.0045 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 10'995.00 |
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 |