Last price paid | 0.49 | |
Change | +2.08% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 08.08.2024 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 | -41.07% |
Year to date (YTD) | -43.02% |
1 month | +22.50% |
3 months | -5.77% |
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. | 0.09% |
Leverage | 6.71 |
Implied volatility | 0.18 |
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 | 12.87% |
Premium p.a. | 8.96% |
Leverage | 23.89 |
Implied volatility | 18.02% |
Moneyness | out-of-the-money |
Leverage | 6.7125 |
Delta | -0.2809 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | -0.0590 |
Vega | 0.0474 |
Fair value | 0.50 |
Intrinsic value | n.a. |
Break-even | 10'305.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 103.15 |
ABB Ltd | 45.23 |
ROCHE GS | 275.60 |
Compagnie Financi... | 125.95 |
SONOVA HLDG N | 282.20 |
Name | Price |
---|---|
ZURICH INSURANCE | 459.30 |
KUEHNE & NAGEL | 252.80 |
NOVARTIS N | 96.11 |
Lonza Group | 558.20 |
LOGITECH INT. | 73.62 |