Last price paid | 1.07 | |
Change | -0.93% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.07.2024 17:20 |
Fixing | 19.12.2025 |
Settlement date | 14.06.2024 |
Last trading | 18.12.2025 |
Final fixing | 19.12.2025 |
Currency redemption | CHF |
Perf. since issue | +17.03% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.91 |
Underlying price on issue | 12'224.01 |
Premium | 0.05% |
Premium p.a. | 0.03% |
Leverage | 5.86 |
Implied volatility | 0.15 |
ISIN | CH1338508927 |
Symbol | SMI51Z |
Security | 133850892 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 05.01.2026 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 12'500.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 07.06.2024 |
Premium | 4.85% |
Premium p.a. | 3.30% |
Leverage | 11.28 |
Implied volatility | 15.30% |
Moneyness | in-the-money |
Leverage | 5.8623 |
Delta | -0.5195 |
Gamma | 0.0000 |
Theta | -0.0007 |
Rho | -0.1026 |
Vega | 0.0579 |
Fair value | 0.58 |
Intrinsic value | n.a. |
Break-even | 11'435.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 496.90 |
KUEHNE & NAGEL | 269.20 |
Holcim | 79.78 |
GEBERIT N | 538.60 |
Partners Group Ho... | 1'186.50 |
Name | Price |
---|---|
Swiss Life Hldg | 652.80 |
ROCHE GS | 246.00 |
Alcon AG | 79.48 |
ZURICH INSURANCE | 473.00 |
Swiss Re | 107.10 |