Last price paid | 0.17 | |
Change | -5.56% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | +75.00% |
Year to date (YTD) | n.a. |
1 month | +41.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 11'694.83 |
Premium | 0.17% |
Premium p.a. | 0.11% |
Leverage | 13.51 |
Implied volatility | 0.11 |
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 | 17.34% |
Premium p.a. | 10.90% |
Leverage | 69.03 |
Implied volatility | 11.46% |
Moneyness | out-of-the-money |
Leverage | 13.5122 |
Delta | 0.1957 |
Gamma | 0.0000 |
Theta | -0.0005 |
Rho | 0.0292 |
Vega | 0.0415 |
Fair value | 0.18 |
Intrinsic value | n.a. |
Break-even | 14'175.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'176.00 |
Sika AG | 261.40 |
Holcim | 82.60 |
GEBERIT N | 544.00 |
Givaudan | 4'323.00 |
Name | Price |
---|---|
Compagnie Financi... | 139.60 |
KUEHNE & NAGEL | 259.30 |
NOVARTIS N | 93.62 |
Nestlé SA | 94.44 |
ROCHE GS | 249.80 |