Last price paid | 0.41 | |
Change | -6.82% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | -51.79% |
Year to date (YTD) | -52.33% |
1 month | -34.92% |
3 months | -38.81% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.84 |
Underlying price on issue | 11'190.11 |
Premium | 0.13% |
Premium p.a. | 0.08% |
Leverage | 7.20 |
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 | 13.45% |
Premium p.a. | 8.21% |
Leverage | 29.66 |
Implied volatility | 16.65% |
Moneyness | out-of-the-money |
Leverage | 7.2010 |
Delta | -0.2428 |
Gamma | 0.0000 |
Theta | -0.0006 |
Rho | -0.0591 |
Vega | 0.0475 |
Fair value | 0.41 |
Intrinsic value | n.a. |
Break-even | 10'395.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |