Last price paid | n.a. | |
Change | -25.00% [ -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 | 19.02.2024 |
Last trading | 18.04.2024 |
Final fixing | 19.04.2024 |
Currency redemption | CHF |
Perf. since issue | -96.97% |
Year to date (YTD) | n.a. |
1 month | -62.50% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 11'150.62 |
Premium | 0.03% |
Premium p.a. | 1.36% |
Leverage | 123.27 |
Implied volatility | 0.13 |
ISIN | CH1305136686 |
Symbol | SMIJ6Z |
Security | 130513668 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.04.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 10'900.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 12.02.2024 |
Premium | 2.99% |
Premium p.a. | 136.27% |
Leverage | 2'246.09 |
Implied volatility | 12.82% |
Moneyness | out-of-the-money |
Leverage | 123.2714 |
Delta | -0.0549 |
Gamma | 0.0000 |
Theta | -0.0029 |
Rho | -0.0003 |
Vega | 0.0037 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 10'895.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 81.24 |
SONOVA HLDG N | 280.60 |
Compagnie Financi... | 136.10 |
KUEHNE & NAGEL | 250.20 |
LOGITECH INT. | 78.58 |
Name | Price |
---|---|
ROCHE GS | 223.00 |
Givaudan | 4'037.00 |
Swiss Re | 103.25 |
Lonza Group | 509.00 |
ABB Ltd | 47.21 |