Last price paid | 0.60 | |
Change | -1.64% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +48.81% |
Year to date (YTD) | +15.38% |
1 month | +30.43% |
3 months | +5.26% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.42 |
Underlying price on issue | 20.02 |
Premium | 0.03% |
Premium p.a. | 0.04% |
Leverage | 3.90 |
Implied volatility | 0.28 |
ISIN | CH1281049952 |
Symbol | SIGGHZ |
Security | 128104995 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | SIG Combi Grp N, CH0435377954 |
Underlying ISIN | CH0435377954 |
Strike | 20.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 08.12.2023 |
Premium | 2.51% |
Premium p.a. | 4.37% |
Leverage | 5.54 |
Implied volatility | 27.87% |
Moneyness | in-the-money |
Leverage | 3.8967 |
Delta | -0.7035 |
Gamma | 0.0189 |
Theta | -0.0005 |
Rho | -0.0176 |
Vega | 0.0091 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 16.88 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'380.00 |
Lonza Group | 502.40 |
Holcim | 80.16 |
SWISSCOM N | 504.00 |
Sika AG | 271.10 |
Name | Price |
---|---|
Nestlé SA | 96.60 |
Swiss Re | 112.30 |
Partners Group Ho... | 1'152.50 |
Compagnie Financi... | 148.60 |
UBS | 28.15 |