Last price paid | 0.11 | |
Change | -38.89% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | -79.41% |
Year to date (YTD) | -66.67% |
1 month | +37.50% |
3 months | +22.22% |
1 year | -71.79% |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 249.45 |
Premium | 0.04% |
Premium p.a. | 0.41% |
Leverage | 22.18 |
Implied volatility | 0.22 |
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 | 3.50% |
Premium p.a. | 41.23% |
Leverage | 52.50 |
Implied volatility | 21.99% |
Moneyness | out-of-the-money |
Leverage | 22.1781 |
Delta | 0.4225 |
Gamma | 0.0004 |
Theta | -0.0023 |
Rho | 0.0019 |
Vega | 0.0063 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 285.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |