Last price paid | 0.20 | |
Change | -4.76% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | -21.15% |
Year to date (YTD) | -37.50% |
1 month | n.a. |
3 months | -45.95% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 20.02 |
Premium | 0.11% |
Premium p.a. | 0.18% |
Leverage | 6.26 |
Implied volatility | 0.27 |
ISIN | CH1281049937 |
Symbol | SIGVFZ |
Security | 128104993 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | SIG Combi Grp N, CH0435377954 |
Underlying ISIN | CH0435377954 |
Strike | 18.00 |
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 | 10.99% |
Premium p.a. | 17.98% |
Leverage | 18.60 |
Implied volatility | 27.35% |
Moneyness | out-of-the-money |
Leverage | 6.2572 |
Delta | -0.3363 |
Gamma | 0.0179 |
Theta | -0.0006 |
Rho | -0.0091 |
Vega | 0.0109 |
Fair value | 0.21 |
Intrinsic value | n.a. |
Break-even | 16.98 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |