Last price paid | 1.50 | |
Change | +7.14% [ +0.10 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | +90.51% |
Year to date (YTD) | n.a. |
1 month | +57.89% |
3 months | +63.04% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.79 |
Underlying price on issue | 11'152.12 |
Premium | 0.03% |
Premium p.a. | 0.02% |
Leverage | 6.69 |
Implied volatility | 0.11 |
ISIN | CH1305136496 |
Symbol | SMI4XZ |
Security | 130513649 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.09.2025 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 10'800.00 |
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 | 2.53% |
Premium p.a. | 1.91% |
Leverage | 7.97 |
Implied volatility | 11.33% |
Moneyness | in-the-money |
Leverage | 6.6908 |
Delta | 0.8391 |
Gamma | 0.0000 |
Theta | -0.0007 |
Rho | 0.1259 |
Vega | 0.0337 |
Fair value | 0.30 |
Intrinsic value | n.a. |
Break-even | 12'305.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |