Last price paid | 0.72 | |
Change | -2.70% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 03.10.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +51.09% |
Year to date (YTD) | -21.74% |
1 month | -18.18% |
3 months | +9.09% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.46 |
Underlying price on issue | 230.30 |
Premium | 0.02% |
Premium p.a. | 0.07% |
Leverage | 6.33 |
Implied volatility | 0.27 |
ISIN | CH1268393688 |
Symbol | SIKF7Z |
Security | 126839368 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 240.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 26.09.2023 |
Premium | 1.95% |
Premium p.a. | 6.58% |
Leverage | 7.76 |
Implied volatility | 26.69% |
Moneyness | in-the-money |
Leverage | 6.3290 |
Delta | 0.8161 |
Gamma | 0.0001 |
Theta | -0.0011 |
Rho | 0.0110 |
Vega | 0.0078 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 274.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'172.00 |
SONOVA HLDG N | 289.20 |
GEBERIT N | 552.20 |
NOVARTIS N | 94.34 |
ROCHE GS | 239.80 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.10 |
Nestlé SA | 94.64 |
SWISSCOM N | 497.00 |
ZURICH INSURANCE | 472.00 |
Lonza Group | 497.00 |