Last price paid | 0.48 | |
Change | +4.35% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 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 | +56.45% |
Year to date (YTD) | n.a. |
1 month | +6.67% |
3 months | n.a. |
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. | 0.06% |
Leverage | 10.50 |
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 | 9.54% |
Premium p.a. | 6.07% |
Leverage | 25.01 |
Implied volatility | 11.39% |
Moneyness | out-of-the-money |
Leverage | 10.5002 |
Delta | 0.4199 |
Gamma | 0.0000 |
Theta | -0.0007 |
Rho | 0.0675 |
Vega | 0.0589 |
Fair value | 0.49 |
Intrinsic value | n.a. |
Break-even | 13'285.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'178.50 |
SONOVA HLDG N | 274.20 |
Alcon AG | 79.88 |
Swiss Re | 113.15 |
Lonza Group | 480.60 |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.80 |
Compagnie Financi... | 139.65 |
LOGITECH INT. | 87.24 |
Holcim | 81.54 |
ROCHE GS | 250.00 |