Last price paid | 0.035 | |
Change | -30.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 18.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -90.00% |
Year to date (YTD) | -94.78% |
1 month | -65.00% |
3 months | -75.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 81.66 |
Premium | 0.05% |
Premium p.a. | 0.99% |
Leverage | 31.19 |
Implied volatility | 0.25 |
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 |
Premium | 4.89% |
Premium p.a. | 99.06% |
Leverage | 149.14 |
Implied volatility | 25.07% |
Moneyness | out-of-the-money |
Leverage | 31.1892 |
Delta | -0.2091 |
Gamma | 0.0038 |
Theta | -0.0023 |
Rho | -0.0006 |
Vega | 0.0033 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 79.44 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'368.00 |
Holcim | 80.38 |
Lonza Group | 499.30 |
SWISSCOM N | 502.00 |
GEBERIT N | 548.20 |
Name | Price |
---|---|
Nestlé SA | 96.28 |
UBS | 27.98 |
Swiss Re | 112.00 |
Partners Group Ho... | 1'150.00 |
ABB Ltd | 49.80 |