Last price paid | 0.035 | |
Change | +16.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 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 | +50.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.02 |
Underlying price on issue | 11'694.83 |
Premium | 0.31% |
Premium p.a. | 0.20% |
Leverage | 18.05 |
Implied volatility | 0.12 |
ISIN | CH1305148194 |
Symbol | SMI0JZ |
Security | 130514819 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 05.01.2026 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 16'000.00 |
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 | 30.52% |
Premium p.a. | 20.38% |
Leverage | 409.40 |
Implied volatility | 11.88% |
Moneyness | out-of-the-money |
Leverage | 18.0515 |
Delta | 0.0441 |
Gamma | 0.0000 |
Theta | -0.0002 |
Rho | 0.0056 |
Vega | 0.0137 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 16'030.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 269.10 |
GEBERIT N | 559.60 |
Swiss Re | 109.05 |
ZURICH INSURANCE | 484.30 |
Holcim | 82.04 |
Name | Price |
---|---|
SONOVA HLDG N | 266.50 |
Alcon AG | 82.92 |
UBS | 26.70 |
ROCHE GS | 285.50 |
Partners Group Ho... | 1'171.50 |