Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.09.2024 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 | -98.02% |
Year to date (YTD) | -96.15% |
1 month | -80.00% |
3 months | -93.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.53 |
Underlying price on issue | 241.00 |
Premium | 0.11% |
Premium p.a. | 5.90% |
Leverage | 29.86 |
Implied volatility | 0.55 |
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 | 11.31% |
Premium p.a. | 589.50% |
Leverage | 514.29 |
Implied volatility | 55.42% |
Moneyness | out-of-the-money |
Leverage | 29.8594 |
Delta | -0.0581 |
Gamma | 0.0001 |
Theta | -0.0032 |
Rho | -0.0001 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 239.48 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 303.40 |
Compagnie Financi... | 132.40 |
ROCHE GS | 272.50 |
Sika AG | 281.20 |
Nestlé SA | 85.26 |
Name | Price |
---|---|
ABB Ltd | 49.64 |
Holcim | 84.00 |
Lonza Group | 535.80 |
LOGITECH INT. | 74.46 |
Givaudan | 4'601.00 |