Last price paid | 0.035 | |
Change | -22.22% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 132'000.00 Unit | |
Date/time | 14.05.2024 17:15 |
Fixing | 17.05.2024 |
Settlement date | 02.04.2024 |
Last trading | 16.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
Perf. since issue | -93.75% |
Year to date (YTD) | n.a. |
1 month | -95.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.40 |
Underlying price on issue | 11'694.83 |
Premium | 0.02% |
Premium p.a. | 0.47% |
Leverage | 130.15 |
Implied volatility | 0.08 |
ISIN | CH1305148210 |
Symbol | SMI6HZ |
Security | 130514821 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'600.00 |
C/P type | put |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 22.03.2024 |
Premium | 1.67% |
Premium p.a. | 46.84% |
Leverage | 942.73 |
Implied volatility | 7.96% |
Moneyness | out-of-the-money |
Leverage | 130.1466 |
Delta | -0.1381 |
Gamma | 0.0000 |
Theta | -0.0029 |
Rho | -0.0012 |
Vega | 0.0098 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 11'587.50 |
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 |