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ZKB Put Warrant auf
SGS Ltd

ISIN: CH1268387540 Security: 126838754 Symbol: SGSDFZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 09:07:52

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.09.2023
Key Information Document DE 11.09.2023
Key Information Document EN 11.09.2023
Key Information Document FR 11.09.2023
Key Information Document IT 11.09.2023

Price data

  Bid Ask
Price 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 09:07 29.05.24 09:07

Current data

Last price paid 0.04
Change -11.11% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date18.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -88.57%
Year to date (YTD) -94.03%
1 month -60.00%
3 months -76.47%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.35
Underlying price on issue81.66
Premium0.06%
Premium p.a.0.77%
Leverage25.40
Implied volatility0.24

Reference data

ISIN CH1268387540
Symbol SGSDFZ
Security 126838754
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying SGS Rg, CH1256740924
Underlying ISIN CH1256740924
Strike 80.00
C/P type put
Subscription ratio 16.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 16
Value day 11.09.2023

Key figures

Premium 6.30%
Premium p.a. 76.71%
Leverage 132.34
Implied volatility 24.22%
Moneyness out-of-the-money
Leverage 25.4008
Delta -0.1919
Gamma 0.0029
Theta -0.0016
Rho -0.0009
Vega 0.0041
Fair value 0.04
Intrinsic value n.a.
Break-even 79.36
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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