Last price paid | 0.57 | |
Change | +3.64% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.09.2024 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 | -17.91% |
3 months | -6.78% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 11'181.05 |
Premium | 0.06% |
Premium p.a. | 0.05% |
Leverage | 10.79 |
Implied volatility | 0.11 |
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 | 6.06% |
Premium p.a. | 4.72% |
Leverage | 21.28 |
Implied volatility | 11.02% |
Moneyness | out-of-the-money |
Leverage | 10.7907 |
Delta | 0.5072 |
Gamma | 0.0000 |
Theta | -0.0007 |
Rho | 0.0708 |
Vega | 0.0551 |
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 |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |