Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.08.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 28.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -95.43% |
Year to date (YTD) | -90.00% |
1 month | n.a. |
3 months | -66.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 241.00 |
Premium | 0.26% |
Premium p.a. | 13.62% |
Leverage | 14.85 |
Implied volatility | 1.19 |
ISIN | CH1268392946 |
Symbol | SIKGZZ |
Security | 126839294 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 200.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 21.09.2023 |
Premium | 26.12% |
Premium p.a. | 1361.99% |
Leverage | 514.29 |
Implied volatility | 119.40% |
Moneyness | out-of-the-money |
Leverage | 14.8456 |
Delta | -0.0289 |
Gamma | 0.0000 |
Theta | -0.0038 |
Rho | 0.0000 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 199.48 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.10 |
SONOVA HLDG N | 303.30 |
Sika AG | 281.40 |
ROCHE GS | 272.20 |
Nestlé SA | 85.28 |
Name | Price |
---|---|
Holcim | 83.96 |
ABB Ltd | 49.65 |
Lonza Group | 535.80 |
Swiss Re | 117.35 |
Givaudan | 4'600.00 |