Last price paid | 0.91 | |
Change | +8.33% [ +0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.07.2024 17:20 |
Fixing | 19.12.2025 |
Settlement date | 10.01.2024 |
Last trading | 18.12.2025 |
Final fixing | 19.12.2025 |
Currency redemption | CHF |
Perf. since issue | +117.86% |
Year to date (YTD) | n.a. |
1 month | +8.33% |
3 months | +82.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.42 |
Underlying price on issue | 11'180.55 |
Premium | 0.05% |
Premium p.a. | 0.04% |
Leverage | 8.33 |
Implied volatility | 0.12 |
ISIN | CH1305129012 |
Symbol | SMII3Z |
Security | 130512901 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 05.01.2026 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 12'000.00 |
C/P type | call |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 03.01.2024 |
Premium | 5.38% |
Premium p.a. | 3.58% |
Leverage | 13.39 |
Implied volatility | 11.76% |
Moneyness | in-the-money |
Leverage | 8.3310 |
Delta | 0.6220 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | 0.1019 |
Vega | 0.0568 |
Fair value | 0.66 |
Intrinsic value | n.a. |
Break-even | 12'915.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 552.60 |
Lonza Group | 520.60 |
Alcon AG | 80.80 |
Holcim | 82.42 |
Compagnie Financi... | 141.35 |
Name | Price |
---|---|
Swiss Life Hldg | 677.60 |
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 81.82 |
SWISSCOM N | 525.50 |
Swiss Re | 110.60 |