Last price paid | 0.62 | |
Change | -4.62% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 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 | +85.48% |
Year to date (YTD) | n.a. |
1 month | +6.90% |
3 months | +47.62% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 11'181.05 |
Premium | 0.08% |
Premium p.a. | 0.05% |
Leverage | 9.88 |
Implied volatility | 0.12 |
ISIN | CH1305129038 |
Symbol | SMIK2Z |
Security | 130512903 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 05.01.2026 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 12'400.00 |
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 | 8.14% |
Premium p.a. | 5.25% |
Leverage | 20.87 |
Implied volatility | 11.50% |
Moneyness | out-of-the-money |
Leverage | 9.8834 |
Delta | 0.4736 |
Gamma | 0.0000 |
Theta | -0.0007 |
Rho | 0.0756 |
Vega | 0.0591 |
Fair value | 0.58 |
Intrinsic value | n.a. |
Break-even | 12'975.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 259.40 |
KUEHNE & NAGEL | 259.00 |
SONOVA HLDG N | 272.60 |
Lonza Group | 484.20 |
NOVARTIS N | 95.87 |
Name | Price |
---|---|
ROCHE GS | 249.50 |
Compagnie Financi... | 142.30 |
Swiss Re | 111.20 |
SWISSCOM N | 500.00 |
Nestlé SA | 92.96 |