Last price paid | 0.28 | |
Change | -6.67% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 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 | -60.14% |
Year to date (YTD) | -60.00% |
1 month | -41.67% |
3 months | -46.15% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.69 |
Underlying price on issue | 11'190.61 |
Premium | 0.17% |
Premium p.a. | 0.11% |
Leverage | 7.73 |
Implied volatility | 0.17 |
ISIN | CH1305126885 |
Symbol | SMI0MZ |
Security | 130512688 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 05.01.2026 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 10'400.00 |
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 | 17.38% |
Premium p.a. | 10.67% |
Leverage | 44.56 |
Implied volatility | 17.27% |
Moneyness | out-of-the-money |
Leverage | 7.7251 |
Delta | -0.1734 |
Gamma | 0.0000 |
Theta | -0.0005 |
Rho | -0.0447 |
Vega | 0.0395 |
Fair value | 0.28 |
Intrinsic value | n.a. |
Break-even | 10'125.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |