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. |
Fixing | 20.06.2025 |
Settlement date | 17.06.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -28.24% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 12'156.10 |
Premium | 0.20% |
Premium p.a. | 0.21% |
Leverage | 10.30 |
Implied volatility | 0.19 |
ISIN | CH1338509883 |
Symbol | ZSMIBH |
Security | 133850988 |
Exchange | Berne eXchange |
Currency | CHF |
Expiry | 20.06.2025 |
Underlying | SMI® |
Underlying ISIN | CH0009980894 |
Strike | 10'000.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 10.06.2024 |
Premium | 19.69% |
Premium p.a. | 20.96% |
Leverage | 100.82 |
Implied volatility | 19.42% |
Moneyness | out-of-the-money |
Leverage | 10.2995 |
Delta | -0.1022 |
Gamma | 0.0000 |
Theta | -0.0005 |
Rho | -0.0159 |
Vega | 0.0213 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 9'878.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 100.40 |
ROCHE GS | 254.00 |
UBS | 27.94 |
SWISSCOM N | 528.00 |
Nestlé SA | 94.10 |
Name | Price |
---|---|
KUEHNE & NAGEL | 255.90 |
Swiss Life Hldg | 674.00 |
Givaudan | 4'340.00 |
SONOVA HLDG N | 275.90 |
LOGITECH INT. | 81.66 |