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ZKB Put Warrant auf
SIG Combibloc Group AG

ISIN: CH1281049937 Security: 128104993 Symbol: SIGVFZ Life cycle
Secondary market

Bid Price 0.20

Ask Price 0.21

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 28.05.2024 05:15:01

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 0.20 0.21
Volume 250'000.00 250'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

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

Life cycle

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

Performance

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.

Key figures on issue

Issue price0.26
Underlying price on issue20.02
Premium0.11%
Premium p.a.0.18%
Leverage6.26
Implied volatility0.27

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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