Last price paid | 0.12 | |
Change | +9.09% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 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 | -23.33% |
Year to date (YTD) | +140.00% |
1 month | 0.00% |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 79.83 |
Premium | 0.08% |
Premium p.a. | 0.25% |
Leverage | 14.91 |
Implied volatility | 0.19 |
ISIN | CH1268392458 |
Symbol | SGSWLZ |
Security | 126839245 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | SGS Rg, CH1256740924 |
Underlying ISIN | CH1256740924 |
Strike | 90.00 |
C/P type | call |
Subscription ratio | 16.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 16 |
Value day | 21.09.2023 |
Premium | 8.43% |
Premium p.a. | 25.43% |
Leverage | 46.03 |
Implied volatility | 18.91% |
Moneyness | out-of-the-money |
Leverage | 14.9110 |
Delta | 0.3239 |
Gamma | 0.0024 |
Theta | -0.0009 |
Rho | 0.0053 |
Vega | 0.0109 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 91.84 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.85 |
Givaudan | 4'239.00 |
ZURICH INSURANCE | 469.30 |
Nestlé SA | 91.68 |
SWISSCOM N | 492.00 |
Name | Price |
---|---|
Lonza Group | 486.60 |
Compagnie Financi... | 142.25 |
UBS | 28.06 |
GEBERIT N | 555.80 |
Partners Group Ho... | 1'198.00 |