Inhaltsseite: Home

ZKB Call Warrant auf
SIG Combibloc Group AG

ISIN: CH1281049879 Security: 128104987 Symbol: SIG0LZ Life cycle
Secondary market

Bid Price 0.09

Ask Price 0.10

Currency CHF

Exchange SIX Structured Products

Volume 575'000.00

Volume 300'000.00

Date/time (delayed) 10.06.2024 02:45:40

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 0.09 0.10
Volume 575'000.00 300'000.00
Date/time 10.06.24 14:45 10.06.24 14:45

Current data

Last price paid 0.10
Change -9.09% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume 80'000.00 Unit
Date/time 07.06.2024 17:15

Life cycle

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

Performance

Perf. since issue -76.25%
Year to date (YTD) -71.43%
1 month -52.38%
3 months -47.37%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.40
Underlying price on issue20.02
Premium0.18%
Premium p.a.0.32%
Leverage9.59
Implied volatility0.25

Reference data

ISIN CH1281049879
Symbol SIG0LZ
Security 128104987
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 call
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 18.49%
Premium p.a. 32.14%
Leverage 36.38
Implied volatility 24.86%
Moneyness out-of-the-money
Leverage 9.5874
Delta 0.2635
Gamma 0.0200
Theta -0.0005
Rho 0.0047
Vega 0.0086
Fair value 0.10
Intrinsic value n.a.
Break-even 20.48
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading