Last price paid | 0.40 | |
Change | -2.44% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 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 | -52.98% |
Year to date (YTD) | n.a. |
1 month | -44.44% |
3 months | -48.05% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.84 |
Underlying price on issue | 11'150.62 |
Premium | 0.12% |
Premium p.a. | 0.09% |
Leverage | 7.93 |
Implied volatility | 0.16 |
ISIN | CH1305136843 |
Symbol | SMI03Z |
Security | 130513684 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.09.2025 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'000.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 12.02.2024 |
Premium | 11.90% |
Premium p.a. | 8.61% |
Leverage | 30.48 |
Implied volatility | 16.20% |
Moneyness | out-of-the-money |
Leverage | 7.9270 |
Delta | -0.2601 |
Gamma | 0.0000 |
Theta | -0.0006 |
Rho | -0.0525 |
Vega | 0.0456 |
Fair value | 0.40 |
Intrinsic value | n.a. |
Break-even | 10'605.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
Swiss Life Hldg | 626.60 |
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |