Last price paid | 0.25 | |
Change | -19.35% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 27.06.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -20.97% |
Year to date (YTD) | -34.21% |
1 month | +25.00% |
3 months | +47.06% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 241.10 |
Premium | 0.13% |
Premium p.a. | 0.21% |
Leverage | 8.66 |
Implied volatility | 0.23 |
ISIN | CH1268373656 |
Symbol | SIKSFZ |
Security | 126837365 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 300.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 20.06.2023 |
Premium | 12.81% |
Premium p.a. | 21.06% |
Leverage | 22.60 |
Implied volatility | 23.39% |
Moneyness | out-of-the-money |
Leverage | 8.6626 |
Delta | 0.3834 |
Gamma | 0.0002 |
Theta | -0.0010 |
Rho | 0.0114 |
Vega | 0.0165 |
Fair value | 0.25 |
Intrinsic value | n.a. |
Break-even | 312.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.20 |
Givaudan | 4'246.00 |
ABB Ltd | 49.73 |
ZURICH INSURANCE | 469.90 |
Sika AG | 276.80 |
Name | Price |
---|---|
Lonza Group | 485.70 |
Compagnie Financi... | 142.30 |
UBS | 28.02 |
Partners Group Ho... | 1'197.00 |
GEBERIT N | 556.40 |