Last price paid | 0.59 | |
Change | -6.35% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2025 17:20 |
Fixing | 16.01.2026 |
Settlement date | 30.01.2025 |
Last trading | 16.01.2026 |
Final fixing | 16.01.2026 |
Currency redemption | CHF |
Perf. since issue | -48.32% |
Year to date (YTD) | n.a. |
1 month | -34.44% |
3 months | -35.16% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.19 |
Underlying price on issue | 33.11 |
Premium | 0.19% |
Premium p.a. | 0.31% |
Leverage | 1.23 |
Implied volatility | 0.86 |
ISIN | CH1414890132 |
Symbol | SMCYGZ |
Security | 141489013 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.01.2026 |
Underlying | Super Micro Comp Rg, US86800U3023 |
Underlying ISIN | US86800U3023 |
Strike | 50.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zuercher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 23.01.2025 |
Premium | 19.32% |
Premium p.a. | 30.93% |
Leverage | 2.85 |
Implied volatility | 86.47% |
Moneyness | in-the-money |
Leverage | 1.2345 |
Delta | -0.4325 |
Gamma | 0.0008 |
Theta | -0.0009 |
Rho | -0.0086 |
Vega | 0.0055 |
Fair value | 0.34 |
Intrinsic value | n.a. |
Break-even | 34.86 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 563.00 |
NOVARTIS N | 97.07 |
GEBERIT N | 643.40 |
Nestlé SA | 85.00 |
Lonza Group | 575.80 |
Name | Price |
---|---|
LOGITECH INT. | 70.54 |
Swiss Re | 137.95 |
Partners Group Ho... | 1'050.50 |
UBS | 26.32 |
ZURICH INSURANCE | 562.60 |