Last price paid | n.a. | |
Change | n.a. [ n.a. ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Initial fixing date | 07.06.2024 |
Settlement date | 14.06.2024 |
Last trading | 19.12.2025 |
Final fixing | 19.12.2025 |
Currency redemption | CHF |
Perf. since issue | -71.11% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 12'233.46 |
Premium | 0.33% |
Premium p.a. | 0.70% |
Leverage | 11.42 |
Implied volatility | 0.31 |
ISIN | CH1338509529 |
Symbol | ZSMIAI |
Security | 133850952 |
Exchange | Berne eXchange |
Currency | CHF |
Expiry | 19.12.2025 |
Underlying | SMI® |
Underlying ISIN | CH0009980894 |
Strike | 8'000.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 07.06.2024 |
Premium | 32.99% |
Premium p.a. | 70.43% |
Leverage | 457.71 |
Implied volatility | 31.37% |
Moneyness | out-of-the-money |
Leverage | 11.4245 |
Delta | -0.0250 |
Gamma | 0.0000 |
Theta | -0.0004 |
Rho | -0.0023 |
Vega | 0.0048 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 7'974.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Life Hldg | 811.80 |
NOVARTIS N | 96.79 |
SWISSCOM N | 565.00 |
ZURICH INSURANCE | 556.20 |
Givaudan | 3'851.00 |
Name | Price |
---|---|
Sika AG | 212.00 |
Holcim | 58.30 |
UBS | 26.58 |
ABB Ltd | 46.84 |
LOGITECH INT. | 70.86 |