Last price paid | 0.075 | |
Change | -6.25% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 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 | -86.79% |
Year to date (YTD) | -71.15% |
1 month | -62.50% |
3 months | -71.15% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.53 |
Underlying price on issue | 241.00 |
Premium | 0.17% |
Premium p.a. | 0.48% |
Leverage | 10.87 |
Implied volatility | 0.29 |
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 | 16.70% |
Premium p.a. | 47.98% |
Leverage | 81.11 |
Implied volatility | 28.69% |
Moneyness | out-of-the-money |
Leverage | 10.8699 |
Delta | -0.1340 |
Gamma | 0.0001 |
Theta | -0.0008 |
Rho | -0.0029 |
Vega | 0.0072 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 236.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |