Last price paid | 0.08 | |
Change | -15.79% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.06.2024 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 | -51.67% |
Year to date (YTD) | +60.00% |
1 month | -20.00% |
3 months | -33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 79.83 |
Premium | 0.11% |
Premium p.a. | 0.35% |
Leverage | 16.45 |
Implied volatility | 0.20 |
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 | 10.98% |
Premium p.a. | 34.85% |
Leverage | 70.81 |
Implied volatility | 19.61% |
Moneyness | out-of-the-money |
Leverage | 16.4492 |
Delta | 0.2323 |
Gamma | 0.0021 |
Theta | -0.0008 |
Rho | 0.0035 |
Vega | 0.0088 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 91.16 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 260.40 |
Lonza Group | 492.30 |
Nestlé SA | 97.72 |
Compagnie Financi... | 145.25 |
ROCHE GS | 234.50 |
Name | Price |
---|---|
UBS | 28.02 |
Swiss Re | 112.60 |
ABB Ltd | 49.39 |
ZURICH INSURANCE | 471.80 |
Sika AG | 270.10 |