Last price paid | 0.085 | |
Change | -5.56% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 11.12.2023 |
Last trading | 19.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -63.64% |
Year to date (YTD) | -57.50% |
1 month | -39.29% |
3 months | -43.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 10'933.63 |
Premium | 0.28% |
Premium p.a. | 0.26% |
Leverage | 9.06 |
Implied volatility | 0.22 |
ISIN | CH1281047089 |
Symbol | SMI5QZ |
Security | 128104708 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 8'600.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 04.12.2023 |
Premium | 28.13% |
Premium p.a. | 25.74% |
Leverage | 148.18 |
Implied volatility | 22.38% |
Moneyness | out-of-the-money |
Leverage | 9.0602 |
Delta | -0.0611 |
Gamma | 0.0000 |
Theta | -0.0004 |
Rho | -0.0120 |
Vega | 0.0149 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 8'520.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |