Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 11.03.2024 |
Last trading | 20.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -90.00% |
Year to date (YTD) | n.a. |
1 month | -83.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.30 |
Underlying price on issue | 11'479.55 |
Premium | 0.09% |
Premium p.a. | 0.82% |
Leverage | 38.63 |
Implied volatility | 0.18 |
ISIN | CH1305141561 |
Symbol | SMIZMZ |
Security | 130514156 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 04.03.2024 |
Premium | 9.44% |
Premium p.a. | 82.02% |
Leverage | 801.29 |
Implied volatility | 17.96% |
Moneyness | out-of-the-money |
Leverage | 38.6261 |
Delta | -0.0482 |
Gamma | 0.0000 |
Theta | -0.0017 |
Rho | -0.0015 |
Vega | 0.0082 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 10'885.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 145.50 |
Swiss Re | 109.50 |
LOGITECH INT. | 82.78 |
Givaudan | 4'147.00 |
NOVARTIS N | 93.50 |
Name | Price |
---|---|
Alcon AG | 79.64 |
ABB Ltd | 47.12 |
Partners Group Ho... | 1'262.00 |
GEBERIT N | 559.80 |
SONOVA HLDG N | 295.00 |