Last price paid | 0.81 | |
Change | +3.85% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
Fixing | 19.12.2025 |
Settlement date | 21.05.2024 |
Last trading | 18.12.2025 |
Final fixing | 19.12.2025 |
Currency redemption | CHF |
Perf. since issue | -12.37% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.93 |
Underlying price on issue | 11'744.51 |
Premium | 0.07% |
Premium p.a. | 0.05% |
Leverage | 6.25 |
Implied volatility | 0.16 |
ISIN | CH1338500700 |
Symbol | SMI71Z |
Security | 133850070 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 05.01.2026 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 12'000.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 13.05.2024 |
Premium | 7.14% |
Premium p.a. | 4.51% |
Leverage | 14.78 |
Implied volatility | 15.56% |
Moneyness | out-of-the-money |
Leverage | 6.2459 |
Delta | -0.4226 |
Gamma | 0.0000 |
Theta | -0.0006 |
Rho | -0.0926 |
Vega | 0.0589 |
Fair value | 0.82 |
Intrinsic value | n.a. |
Break-even | 11'185.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |