Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 03.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -97.61% |
Year to date (YTD) | -84.62% |
1 month | -50.00% |
3 months | -75.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 230.30 |
Premium | 0.27% |
Premium p.a. | 4.63% |
Leverage | 17.37 |
Implied volatility | 0.63 |
ISIN | CH1268393704 |
Symbol | SIKWIZ |
Security | 126839370 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 200.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 26.09.2023 |
Premium | 26.63% |
Premium p.a. | 462.78% |
Leverage | 989.82 |
Implied volatility | 63.38% |
Moneyness | out-of-the-money |
Leverage | 17.3728 |
Delta | -0.0176 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | -0.0001 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 199.73 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 243.00 |
Compagnie Financi... | 150.85 |
Holcim | 80.30 |
Alcon AG | 82.36 |
Swiss Re | 113.60 |
Name | Price |
---|---|
Partners Group Ho... | 1'164.50 |
Lonza Group | 501.40 |
Sika AG | 271.50 |
GEBERIT N | 552.00 |
SWISSCOM N | 504.00 |