Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
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 | -96.97% |
Year to date (YTD) | n.a. |
1 month | -91.18% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 11'419.55 |
Premium | 0.08% |
Premium p.a. | 2.64% |
Leverage | 60.60 |
Implied volatility | 0.25 |
ISIN | CH1305138476 |
Symbol | SMI3YZ |
Security | 130513847 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
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 | 21.02.2024 |
Premium | 7.97% |
Premium p.a. | 264.32% |
Leverage | 2'389.33 |
Implied volatility | 24.74% |
Moneyness | out-of-the-money |
Leverage | 60.5985 |
Delta | -0.0254 |
Gamma | 0.0000 |
Theta | -0.0027 |
Rho | -0.0002 |
Vega | 0.0025 |
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 |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |