Last price paid | 0.22 | |
Change | +22.22% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 17.05.2024 |
Settlement date | 15.03.2024 |
Last trading | 16.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
Perf. since issue | -6.25% |
Year to date (YTD) | n.a. |
1 month | +175.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 11'624.26 |
Premium | 0.00% |
Premium p.a. | 0.07% |
Leverage | 77.51 |
Implied volatility | 0.06 |
ISIN | CH1305143989 |
Symbol | SMI1FZ |
Security | 130514398 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'700.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 08.03.2024 |
Premium | 0.24% |
Premium p.a. | 6.77% |
Leverage | 104.75 |
Implied volatility | 6.38% |
Moneyness | in-the-money |
Leverage | 77.5071 |
Delta | 0.7399 |
Gamma | 0.0000 |
Theta | -0.0042 |
Rho | 0.0062 |
Vega | 0.0144 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 11'812.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 79.94 |
SONOVA HLDG N | 285.80 |
LOGITECH INT. | 80.50 |
Compagnie Financi... | 136.40 |
Partners Group Ho... | 1'251.50 |
Name | Price |
---|---|
Lonza Group | 507.40 |
ROCHE GS | 224.60 |
Swiss Re | 103.40 |
Givaudan | 4'066.00 |
SWISSCOM N | 502.00 |