Last price paid | 0.075 | |
Change | +66.67% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.05.2024 17:20 |
Fixing | 17.05.2024 |
Settlement date | 28.02.2024 |
Last trading | 16.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
Perf. since issue | -27.27% |
Year to date (YTD) | n.a. |
1 month | +36.36% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 11'418.06 |
Premium | 0.01% |
Premium p.a. | 0.16% |
Leverage | 124.88 |
Implied volatility | 0.06 |
ISIN | CH1305138245 |
Symbol | SMIJ0Z |
Security | 130513824 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'800.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 21.02.2024 |
Premium | 0.61% |
Premium p.a. | 15.93% |
Leverage | 294.20 |
Implied volatility | 5.62% |
Moneyness | out-of-the-money |
Leverage | 124.8757 |
Delta | 0.4245 |
Gamma | 0.0000 |
Theta | -0.0040 |
Rho | 0.0038 |
Vega | 0.0181 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 11'840.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 78.16 |
ABB Ltd | 47.81 |
Givaudan | 4'104.00 |
ROCHE GS | 227.80 |
Alcon AG | 74.34 |
Name | Price |
---|---|
Partners Group Ho... | 1'238.50 |
Swiss Re | 104.85 |
Lonza Group | 516.40 |
SONOVA HLDG N | 267.70 |
Holcim | 78.26 |