Last price paid | 0.73 | |
Change | +8.96% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 17:20 |
Fixing | 19.09.2025 |
Settlement date | 19.02.2024 |
Last trading | 18.09.2025 |
Final fixing | 19.09.2025 |
Currency redemption | CHF |
Perf. since issue | +182.69% |
Year to date (YTD) | n.a. |
1 month | +135.48% |
3 months | +121.21% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 11'151.62 |
Premium | 0.06% |
Premium p.a. | 0.04% |
Leverage | 9.65 |
Implied volatility | 0.11 |
ISIN | CH1305136652 |
Symbol | SMIWZZ |
Security | 130513665 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.09.2025 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 12'200.00 |
C/P type | call |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 12.02.2024 |
Premium | 5.67% |
Premium p.a. | 4.31% |
Leverage | 16.65 |
Implied volatility | 11.26% |
Moneyness | in-the-money |
Leverage | 9.6528 |
Delta | 0.5796 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | 0.0834 |
Vega | 0.0547 |
Fair value | 0.69 |
Intrinsic value | n.a. |
Break-even | 12'935.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 90.74 |
Compagnie Financi... | 149.20 |
UBS | 28.38 |
Lonza Group | 506.40 |
Swiss Life Hldg | 640.60 |
Name | Price |
---|---|
Partners Group Ho... | 1'184.00 |
Givaudan | 4'324.00 |
SWISSCOM N | 507.50 |
SONOVA HLDG N | 289.30 |
Sika AG | 273.50 |