Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -97.17% |
Year to date (YTD) | -88.89% |
1 month | -78.95% |
3 months | -88.24% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.53 |
Underlying price on issue | 241.10 |
Premium | 0.11% |
Premium p.a. | 1.64% |
Leverage | 27.14 |
Implied volatility | 0.31 |
ISIN | CH1268373649 |
Symbol | SIK4MZ |
Security | 126837364 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 240.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 20.06.2023 |
Premium | 10.79% |
Premium p.a. | 164.16% |
Leverage | 357.60 |
Implied volatility | 31.27% |
Moneyness | out-of-the-money |
Leverage | 27.1366 |
Delta | -0.0759 |
Gamma | 0.0001 |
Theta | -0.0012 |
Rho | -0.0003 |
Vega | 0.0020 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 239.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 497.90 |
Nestlé SA | 98.14 |
KUEHNE & NAGEL | 259.20 |
ROCHE GS | 234.50 |
Compagnie Financi... | 144.95 |
Name | Price |
---|---|
UBS | 27.92 |
Swiss Re | 112.65 |
ABB Ltd | 49.47 |
Sika AG | 269.40 |
ZURICH INSURANCE | 471.70 |