Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 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 | -96.09% |
Year to date (YTD) | -91.30% |
1 month | -80.00% |
3 months | -91.67% |
1 year | -96.55% |
3 years | n.a. |
Issue price | 0.64 |
Underlying price on issue | 249.45 |
Premium | 0.10% |
Premium p.a. | 1.17% |
Leverage | 23.98 |
Implied volatility | 0.29 |
ISIN | CH1250715955 |
Symbol | SIKTYZ |
Security | 125071595 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 250.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 16.03.2023 |
Premium | 9.91% |
Premium p.a. | 116.63% |
Leverage | 220.88 |
Implied volatility | 28.86% |
Moneyness | out-of-the-money |
Leverage | 23.9769 |
Delta | -0.1086 |
Gamma | 0.0002 |
Theta | -0.0014 |
Rho | -0.0005 |
Vega | 0.0030 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 248.75 |
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 |