Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 11.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.97% |
Year to date (YTD) | -89.29% |
1 month | -66.67% |
3 months | -86.36% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 237.20 |
Premium | 0.14% |
Premium p.a. | 2.19% |
Leverage | 24.93 |
Implied volatility | 0.37 |
ISIN | CH1281046669 |
Symbol | SIKRZZ |
Security | 128104666 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 230.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 04.12.2023 |
Premium | 14.43% |
Premium p.a. | 219.45% |
Leverage | 536.40 |
Implied volatility | 36.85% |
Moneyness | out-of-the-money |
Leverage | 24.9275 |
Delta | -0.0465 |
Gamma | 0.0001 |
Theta | -0.0010 |
Rho | -0.0002 |
Vega | 0.0013 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 229.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.30 |
Nestlé SA | 97.76 |
Lonza Group | 489.30 |
ROCHE GS | 233.80 |
Givaudan | 4'226.00 |
Name | Price |
---|---|
UBS | 27.80 |
Swiss Re | 111.90 |
Holcim | 77.48 |
ABB Ltd | 49.07 |
ZURICH INSURANCE | 468.90 |