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ZKB Put Warrant auf
SFS Group AG

ISIN: CH1281049671 Security: 128104967 Symbol: SFSVMZ Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 09:07:51

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 09:07 29.05.24 09:07

Current data

Last price paid 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -91.38%
Year to date (YTD) -83.33%
1 month -62.50%
3 months -72.73%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue98.30
Premium0.24%
Premium p.a.2.79%
Leverage12.92
Implied volatility0.59

Reference data

ISIN CH1281049671
Symbol SFSVMZ
Security 128104967
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying SFS Group N, CH0239229302
Underlying ISIN CH0239229302
Strike 96.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 08.12.2023

Key figures

Premium 23.72%
Premium p.a. 279.31%
Leverage 250.40
Implied volatility 59.29%
Moneyness out-of-the-money
Leverage 12.9222
Delta -0.0516
Gamma 0.0002
Theta -0.0018
Rho -0.0003
Vega 0.0019
Fair value 0.03
Intrinsic value n.a.
Break-even 95.50
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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