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ZKB Put Warrant auf
SGS Ltd

ISIN: CH1268392508 Security: 126839250 Symbol: SGS11Z Life cycle
Secondary market

Bid Price 0.07

Ask Price 0.08

Currency CHF

Exchange SIX Structured Products

Volume 725'000.00

Volume 375'000.00

Date/time (delayed) 28.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.09.2023
Key Information Document DE 21.09.2023
Key Information Document EN 21.09.2023
Key Information Document FR 21.09.2023
Key Information Document IT 21.09.2023

Price data

  Bid Ask
Price 0.07 0.08
Volume 725'000.00 375'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.075
Change -6.25% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date28.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -77.94%
Year to date (YTD) -85.29%
1 month -50.00%
3 months -53.13%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.34
Underlying price on issue79.83
Premium0.12%
Premium p.a.0.36%
Leverage12.54
Implied volatility0.24

Reference data

ISIN CH1268392508
Symbol SGS11Z
Security 126839250
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying SGS Rg, CH1256740924
Underlying ISIN CH1256740924
Strike 76.00
C/P type put
Subscription ratio 16.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 16
Value day 21.09.2023

Key figures

Premium 12.19%
Premium p.a. 36.46%
Leverage 70.98
Implied volatility 23.96%
Moneyness out-of-the-money
Leverage 12.5443
Delta -0.1767
Gamma 0.0014
Theta -0.0007
Rho -0.0034
Vega 0.0080
Fair value 0.08
Intrinsic value n.a.
Break-even 74.80
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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