Last price paid | n.a. | |
Change | -33.33% [ -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 | -96.33% |
Year to date (YTD) | n.a. |
1 month | -60.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 11'159.65 |
Premium | 0.07% |
Premium p.a. | 3.38% |
Leverage | 73.45 |
Implied volatility | 0.25 |
ISIN | CH1305132909 |
Symbol | SMIZNZ |
Security | 130513290 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.04.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 10'400.00 |
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 | 7.42% |
Premium p.a. | 338.49% |
Leverage | 4'083.79 |
Implied volatility | 25.07% |
Moneyness | out-of-the-money |
Leverage | 73.4510 |
Delta | -0.0180 |
Gamma | 0.0000 |
Theta | -0.0023 |
Rho | -0.0001 |
Vega | 0.0015 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 10'397.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 248.90 |
Swiss Re | 106.05 |
UBS | 26.95 |
Holcim | 81.60 |
NOVARTIS N | 92.32 |
Name | Price |
---|---|
Givaudan | 4'053.00 |
Lonza Group | 526.20 |
GEBERIT N | 550.60 |
ZURICH INSURANCE | 457.40 |
LOGITECH INT. | 77.02 |