Last price paid | 0.42 | |
Change | +2.44% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 17:20 |
Fixing | 19.12.2025 |
Settlement date | 27.12.2023 |
Last trading | 18.12.2025 |
Final fixing | 19.12.2025 |
Currency redemption | CHF |
Perf. since issue | -49.40% |
Year to date (YTD) | -51.16% |
1 month | 0.00% |
3 months | -25.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.84 |
Underlying price on issue | 11'190.11 |
Premium | 0.14% |
Premium p.a. | 0.09% |
Leverage | 7.08 |
Implied volatility | 0.17 |
ISIN | CH1305126919 |
Symbol | SMI8SZ |
Security | 130512691 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 05.01.2026 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 10'800.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 18.12.2023 |
Premium | 13.65% |
Premium p.a. | 8.73% |
Leverage | 28.27 |
Implied volatility | 17.13% |
Moneyness | out-of-the-money |
Leverage | 7.0821 |
Delta | -0.2505 |
Gamma | 0.0000 |
Theta | -0.0006 |
Rho | -0.0584 |
Vega | 0.0473 |
Fair value | 0.43 |
Intrinsic value | n.a. |
Break-even | 10'375.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |