| Last price paid | 0.52 | |
| Change | -3.70% [ -0.02 ] | |
| Last traded volume | n.a. Unit | |
| Cumulative volume | n.a. Unit | |
| Date/time | 02.04.2026 17:20 | |
| Initial fixing date | 23.09.2025 |
| Settlement date | 30.09.2025 |
| Last trading | 18.09.2026 |
| Final fixing | 18.09.2026 |
| Currency redemption | CHF |
| Perf. since issue | +9.57% |
| Year to date (YTD) | -5.45% |
| 1 month | +6.12% |
| 3 months | -5.45% |
| 1 year | n.a. |
| 3 years | n.a. |
| Issue price | 0.47 |
| Underlying price on issue | 140.80 |
| Premium | 0.10% |
| Premium p.a. | 0.20% |
| Leverage | 7.13 |
| Implied volatility | 0.21 |
| ISIN | CH1478485324 |
| Symbol | SREF8Z |
| Security | 147848532 |
| Exchange | SIX Structured Products |
| Currency | CHF |
| Expiry | 25.09.2026 |
| Underlying | Swiss Re N, CH0126881561 |
| Underlying ISIN | CH0126881561 |
| Strike | 130.00 |
| C/P type | put |
| Subscription ratio | 20.00 |
| Issuer | Zuercher Kantonalbank |
| Exercise type | American |
| Delivery of securities | On Demand |
| Minimum execution | 20 |
| Value day | 23.09.2025 |
| Premium | 9.69% |
| Premium p.a. | 20.11% |
| Leverage | 12.87 |
| Implied volatility | 20.60% |
| Moneyness | out-of-the-money |
| Leverage | 7.1339 |
| Delta | -0.5593 |
| Gamma | 0.0010 |
| Theta | -0.0023 |
| Rho | -0.0202 |
| Vega | 0.0168 |
| Fair value | 0.52 |
| Intrinsic value | n.a. |
| Break-even | 119.70 |
| SSPA value at risk | n.a. |
| SSPA risk rating | n.a. |
| SSPA derivative category | Leverage |
| SSPA code | Warrant (2100) |
| Name | Price |
|---|---|
| KUEHNE & NAGEL | 187.25 |
| SWISSCOM N | 671.50 |
| ZURICH INSURANCE | 570.80 |
| Alcon AG | 60.32 |
| Swiss Re | 132.30 |