Last price paid | 0.045 | |
Change | -18.18% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 23.03.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -92.16% |
Year to date (YTD) | -86.36% |
1 month | -62.50% |
3 months | -62.50% |
1 year | -89.02% |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 249.45 |
Premium | 0.04% |
Premium p.a. | 0.71% |
Leverage | 35.37 |
Implied volatility | 0.20 |
ISIN | CH1250715963 |
Symbol | SIKNOZ |
Security | 125071596 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 280.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 16.03.2023 |
Premium | 4.10% |
Premium p.a. | 71.22% |
Leverage | 135.45 |
Implied volatility | 20.10% |
Moneyness | out-of-the-money |
Leverage | 35.3705 |
Delta | 0.2611 |
Gamma | 0.0005 |
Theta | -0.0021 |
Rho | 0.0008 |
Vega | 0.0042 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 282.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |