Last price paid | 0.41 | |
Change | -4.65% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.06.2024 17:20 |
Fixing | 19.12.2025 |
Settlement date | 25.03.2024 |
Last trading | 18.12.2025 |
Final fixing | 19.12.2025 |
Currency redemption | CHF |
Perf. since issue | +30.65% |
Year to date (YTD) | n.a. |
1 month | +5.13% |
3 months | +28.13% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 11'611.84 |
Premium | 0.10% |
Premium p.a. | 0.07% |
Leverage | 11.21 |
Implied volatility | 0.11 |
ISIN | CH1305145539 |
Symbol | SMIADZ |
Security | 130514553 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 05.01.2026 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 12'800.00 |
C/P type | call |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 18.03.2024 |
Premium | 10.17% |
Premium p.a. | 6.56% |
Leverage | 29.60 |
Implied volatility | 11.21% |
Moneyness | out-of-the-money |
Leverage | 11.2114 |
Delta | 0.3788 |
Gamma | 0.0000 |
Theta | -0.0007 |
Rho | 0.0590 |
Vega | 0.0563 |
Fair value | 0.41 |
Intrinsic value | n.a. |
Break-even | 13'205.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'154.00 |
SWISSCOM N | 505.50 |
NOVARTIS N | 96.17 |
Lonza Group | 490.40 |
SONOVA HLDG N | 277.60 |
Name | Price |
---|---|
Givaudan | 4'260.00 |
Compagnie Financi... | 140.25 |
GEBERIT N | 530.80 |
Sika AG | 257.20 |
Nestlé SA | 91.72 |