Last price paid | 0.84 | |
Change | +3.70% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 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 | -9.14% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
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 | 6.13 |
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 | 7.16% |
Premium p.a. | 4.63% |
Leverage | 14.22 |
Implied volatility | 15.83% |
Moneyness | out-of-the-money |
Leverage | 6.1330 |
Delta | -0.4313 |
Gamma | 0.0000 |
Theta | -0.0007 |
Rho | -0.0923 |
Vega | 0.0584 |
Fair value | 0.85 |
Intrinsic value | n.a. |
Break-even | 11'155.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |