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ZKB Put Warrant auf
SIG Combibloc Group AG

ISIN: CH1281049952 Security: 128104995 Symbol: SIGGHZ Life cycle
Secondary market

Bid Price 0.60

Ask Price 0.61

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 10.06.2024 10:32:20

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 0.60 0.61
Volume 100'000.00 100'000.00
Date/time 10.06.24 10:32 10.06.24 10:32

Current data

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

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.42
Underlying price on issue20.02
Premium0.03%
Premium p.a.0.04%
Leverage3.90
Implied volatility0.28

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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