Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 10'000.00 Unit | |
Date/time | 14.05.2024 17:15 |
Fixing | 17.05.2024 |
Settlement date | 19.03.2024 |
Last trading | 16.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
Perf. since issue | -75.00% |
Year to date (YTD) | n.a. |
1 month | -37.50% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 11'699.86 |
Premium | 0.01% |
Premium p.a. | 0.27% |
Leverage | 157.41 |
Implied volatility | 0.06 |
ISIN | CH1305144813 |
Symbol | SMICQZ |
Security | 130514481 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'900.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 12.03.2024 |
Premium | 0.88% |
Premium p.a. | 26.72% |
Leverage | 590.81 |
Implied volatility | 5.78% |
Moneyness | out-of-the-money |
Leverage | 157.4057 |
Delta | 0.2664 |
Gamma | 0.0000 |
Theta | -0.0036 |
Rho | 0.0020 |
Vega | 0.0141 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 11'920.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 519.60 |
SONOVA HLDG N | 290.70 |
Sika AG | 281.90 |
KUEHNE & NAGEL | 250.30 |
ROCHE GS | 227.10 |
Name | Price |
---|---|
Compagnie Financi... | 135.00 |
Givaudan | 4'049.00 |
Nestlé SA | 94.32 |
Holcim | 78.26 |
NOVARTIS N | 93.47 |