Inhaltsseite: Home

ZKB Put Warrant auf
SGS Ltd

ISIN: CH1281049770 Security: 128104977 Symbol: SGS4IZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 20.09.2024 12:00:00

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 0.005 0.015
Volume 250'000.00 250'000.00
Date/time 20.09.24 12:00 20.09.24 12:00

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.08.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date15.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -96.67%
Year to date (YTD) -94.83%
1 month -50.00%
3 months -75.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.30
Underlying price on issue73.67
Premium0.27%
Premium p.a.14.01%
Leverage15.08
Implied volatility1.20

Reference data

ISIN CH1281049770
Symbol SGS4IZ
Security 128104977
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying SGS Rg, CH1256740924
Underlying ISIN CH1256740924
Strike 70.00
C/P type put
Subscription ratio 16.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 16
Value day 08.12.2023

Key figures

Premium 26.87%
Premium p.a. 1401.03%
Leverage 596.88
Implied volatility 119.79%
Moneyness out-of-the-money
Leverage 15.0785
Delta -0.0253
Gamma 0.0002
Theta -0.0038
Rho 0.0000
Vega 0.0005
Fair value 0.01
Intrinsic value n.a.
Break-even 69.84
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading