Last price paid | 0.14 | |
Change | +27.27% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | -72.64% |
Year to date (YTD) | -46.15% |
1 month | +47.37% |
3 months | -33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.53 |
Underlying price on issue | 241.00 |
Premium | 0.09% |
Premium p.a. | 0.31% |
Leverage | 10.30 |
Implied volatility | 0.27 |
ISIN | CH1268392995 |
Symbol | SIK1BZ |
Security | 126839299 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 240.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 21.09.2023 |
Premium | 9.05% |
Premium p.a. | 31.45% |
Leverage | 35.30 |
Implied volatility | 26.71% |
Moneyness | out-of-the-money |
Leverage | 10.2973 |
Delta | -0.2917 |
Gamma | 0.0002 |
Theta | -0.0011 |
Rho | -0.0047 |
Vega | 0.0094 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 232.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |