Last price paid | 0.33 | |
Change | -5.71% [ -0.02 ] | |
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 | -52.90% |
Year to date (YTD) | -52.86% |
1 month | -34.00% |
3 months | -37.74% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.69 |
Underlying price on issue | 11'190.61 |
Premium | 0.16% |
Premium p.a. | 0.10% |
Leverage | 7.34 |
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 | 16.05% |
Premium p.a. | 9.75% |
Leverage | 36.93 |
Implied volatility | 17.35% |
Moneyness | out-of-the-money |
Leverage | 7.3387 |
Delta | -0.1987 |
Gamma | 0.0000 |
Theta | -0.0005 |
Rho | -0.0500 |
Vega | 0.0423 |
Fair value | 0.33 |
Intrinsic value | n.a. |
Break-even | 10'075.00 |
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 |