Last price paid | 0.28 | |
Change | -24.32% [ -0.09 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | +5.56% |
Year to date (YTD) | -36.36% |
1 month | +33.33% |
3 months | +55.56% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 241.00 |
Premium | 0.07% |
Premium p.a. | 0.20% |
Leverage | 9.75 |
Implied volatility | 0.24 |
ISIN | CH1268392961 |
Symbol | SIK7HZ |
Security | 126839296 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 280.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 21.09.2023 |
Premium | 6.54% |
Premium p.a. | 19.71% |
Leverage | 19.38 |
Implied volatility | 24.22% |
Moneyness | out-of-the-money |
Leverage | 9.7487 |
Delta | 0.5030 |
Gamma | 0.0002 |
Theta | -0.0014 |
Rho | 0.0083 |
Vega | 0.0127 |
Fair value | 0.29 |
Intrinsic value | n.a. |
Break-even | 294.25 |
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 | 4'236.00 |
ROCHE GS | 229.40 |
ZURICH INSURANCE | 469.90 |
Sika AG | 276.70 |
Name | Price |
---|---|
Lonza Group | 484.40 |
Partners Group Ho... | 1'195.50 |
UBS | 28.07 |
GEBERIT N | 556.80 |
Holcim | 79.26 |