Last price paid | n.a. | |
Change | -11.90% [ -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 | 06.02.2024 |
Last trading | 18.04.2024 |
Final fixing | 19.04.2024 |
Currency redemption | CHF |
Perf. since issue | -35.96% |
Year to date (YTD) | n.a. |
1 month | +208.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.57 |
Underlying price on issue | 11'445.69 |
Premium | 0.00% |
Premium p.a. | 0.05% |
Leverage | 50.71 |
Implied volatility | 0.11 |
ISIN | CH1305134343 |
Symbol | SMI5HZ |
Security | 130513434 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.04.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'400.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 30.01.2024 |
Premium | 0.12% |
Premium p.a. | 5.25% |
Leverage | 61.54 |
Implied volatility | 10.56% |
Moneyness | in-the-money |
Leverage | 50.7076 |
Delta | -0.8240 |
Gamma | 0.0000 |
Theta | -0.0049 |
Rho | -0.0041 |
Vega | 0.0086 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 11'217.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
Swiss Life Hldg | 626.60 |
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |