Last price paid | 0.15 | |
Change | -16.67% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 4'000.00 Unit | |
Date/time | 28.05.2024 17:15 |
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 | -30.56% |
Year to date (YTD) | -46.43% |
1 month | +50.00% |
3 months | +57.89% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 241.00 |
Premium | 0.11% |
Premium p.a. | 0.33% |
Leverage | 13.07 |
Implied volatility | 0.22 |
ISIN | CH1268392938 |
Symbol | SIKYNZ |
Security | 126839293 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 300.00 |
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 | 10.92% |
Premium p.a. | 32.67% |
Leverage | 44.18 |
Implied volatility | 22.41% |
Moneyness | out-of-the-money |
Leverage | 13.0672 |
Delta | 0.2958 |
Gamma | 0.0002 |
Theta | -0.0011 |
Rho | 0.0050 |
Vega | 0.0110 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 306.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |