Last price paid | 1.27 | |
Change | -2.31% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.06.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 09.10.2023 |
Last trading | 20.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +91.67% |
Year to date (YTD) | +98.44% |
1 month | +7.63% |
3 months | +24.51% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.66 |
Underlying price on issue | 10'892.92 |
Premium | 0.02% |
Premium p.a. | 0.03% |
Leverage | 7.71 |
Implied volatility | 0.14 |
ISIN | CH1281032495 |
Symbol | SMIJEZ |
Security | 128103249 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'000.00 |
C/P type | call |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 02.10.2023 |
Premium | 2.32% |
Premium p.a. | 3.11% |
Leverage | 9.48 |
Implied volatility | 13.55% |
Moneyness | in-the-money |
Leverage | 7.7076 |
Delta | 0.8134 |
Gamma | 0.0000 |
Theta | -0.0011 |
Rho | 0.0692 |
Vega | 0.0278 |
Fair value | 0.28 |
Intrinsic value | n.a. |
Break-even | 12'265.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'154.00 |
SWISSCOM N | 505.50 |
NOVARTIS N | 96.17 |
Lonza Group | 490.40 |
SONOVA HLDG N | 277.60 |
Name | Price |
---|---|
Givaudan | 4'260.00 |
Compagnie Financi... | 140.25 |
GEBERIT N | 530.80 |
Sika AG | 257.20 |
Nestlé SA | 91.72 |