Last price paid | 0.14 | |
Change | +7.69% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 17:20 |
Fixing | 19.12.2025 |
Settlement date | 02.04.2024 |
Last trading | 18.12.2025 |
Final fixing | 19.12.2025 |
Currency redemption | CHF |
Perf. since issue | +45.00% |
Year to date (YTD) | n.a. |
1 month | -26.32% |
3 months | -17.65% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 11'694.83 |
Premium | 0.16% |
Premium p.a. | 0.12% |
Leverage | 14.93 |
Implied volatility | 0.12 |
ISIN | CH1305148137 |
Symbol | SMI7HZ |
Security | 130514813 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 05.01.2026 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 14'000.00 |
C/P type | call |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 22.03.2024 |
Premium | 15.96% |
Premium p.a. | 12.30% |
Leverage | 84.12 |
Implied volatility | 11.64% |
Moneyness | out-of-the-money |
Leverage | 14.9339 |
Delta | 0.1775 |
Gamma | 0.0000 |
Theta | -0.0005 |
Rho | 0.0225 |
Vega | 0.0359 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 14'145.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 131.15 |
LOGITECH INT. | 74.76 |
UBS | 26.20 |
Partners Group Ho... | 1'259.00 |
Lonza Group | 540.40 |
Name | Price |
---|---|
NOVARTIS N | 97.90 |
Givaudan | 4'609.00 |
KUEHNE & NAGEL | 231.90 |
GEBERIT N | 559.60 |
ZURICH INSURANCE | 515.40 |