Last price paid | 0.53 | |
Change | -7.02% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | +101.92% |
Year to date (YTD) | n.a. |
1 month | +60.61% |
3 months | +76.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 11'151.62 |
Premium | 0.07% |
Premium p.a. | 0.05% |
Leverage | 10.85 |
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 | 7.34% |
Premium p.a. | 5.47% |
Leverage | 22.58 |
Implied volatility | 11.05% |
Moneyness | out-of-the-money |
Leverage | 10.8504 |
Delta | 0.4805 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | 0.0669 |
Vega | 0.0545 |
Fair value | 0.53 |
Intrinsic value | n.a. |
Break-even | 12'725.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |