Last price paid | 0.33 | |
Change | -2.94% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 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 | -41.07% |
3 months | -44.07% |
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 | 7.33 |
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 | 16.31% |
Premium p.a. | 9.66% |
Leverage | 37.04 |
Implied volatility | 17.18% |
Moneyness | out-of-the-money |
Leverage | 7.3308 |
Delta | -0.1979 |
Gamma | 0.0000 |
Theta | -0.0005 |
Rho | -0.0513 |
Vega | 0.0429 |
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 |
---|---|
Compagnie Financi... | 144.75 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |