Last price paid | 0.12 | |
Change | +26.32% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.08.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 05.08.2024 |
Last trading | 19.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -28.13% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 12'091.12 |
Premium | 0.13% |
Premium p.a. | 0.15% |
Leverage | 18.15 |
Implied volatility | 0.11 |
ISIN | CH1338520500 |
Symbol | SMIWQZ |
Security | 133852050 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 13'200.00 |
C/P type | call |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 26.07.2024 |
Premium | 13.42% |
Premium p.a. | 15.17% |
Leverage | 102.08 |
Implied volatility | 11.37% |
Moneyness | out-of-the-money |
Leverage | 18.1517 |
Delta | 0.1778 |
Gamma | 0.0000 |
Theta | -0.0006 |
Rho | 0.0155 |
Vega | 0.0288 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 13'315.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 102.60 |
ABB Ltd | 44.90 |
ROCHE GS | 273.60 |
SONOVA HLDG N | 279.90 |
Swiss Life Hldg | 640.60 |
Name | Price |
---|---|
Alcon AG | 78.48 |
ZURICH INSURANCE | 457.00 |
Lonza Group | 553.20 |
KUEHNE & NAGEL | 252.10 |
NOVARTIS N | 95.38 |