Last price paid | 0.84 | |
Change | -14.29% [ -0.14 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 2'500.00 Unit | |
Date/time | 28.05.2024 17:15 |
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 | +81.52% |
Year to date (YTD) | -8.70% |
1 month | +25.37% |
3 months | +64.71% |
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 | 5.45 |
Implied volatility | 0.29 |
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 | 2.16% |
Premium p.a. | 6.51% |
Leverage | 6.61 |
Implied volatility | 29.39% |
Moneyness | in-the-money |
Leverage | 5.4509 |
Delta | 0.8251 |
Gamma | 0.0001 |
Theta | -0.0011 |
Rho | 0.0123 |
Vega | 0.0082 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 281.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.15 |
Givaudan | 4'233.00 |
ZURICH INSURANCE | 469.50 |
ABB Ltd | 49.65 |
Nestlé SA | 91.60 |
Name | Price |
---|---|
Lonza Group | 485.90 |
UBS | 27.95 |
Partners Group Ho... | 1'194.00 |
Compagnie Financi... | 142.45 |
GEBERIT N | 555.60 |