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ZKB Put Warrant auf
SGS Ltd

ISIN: CH1281049812 Security: 128104981 Symbol: SGST2Z Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 850'000.00

Volume 425'000.00

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 0.06 0.07
Volume 850'000.00 425'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.07
Change -12.50% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 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 -81.94%
Year to date (YTD) -78.79%
1 month -36.36%
3 months -41.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.36
Underlying price on issue73.67
Premium0.19%
Premium p.a.0.31%
Leverage9.82
Implied volatility0.24

Reference data

ISIN CH1281049812
Symbol SGST2Z
Security 128104981
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
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 19.04%
Premium p.a. 31.17%
Leverage 81.90
Implied volatility 24.38%
Moneyness out-of-the-money
Leverage 9.8156
Delta -0.1198
Gamma 0.0008
Theta -0.0004
Rho -0.0043
Vega 0.0083
Fair value 0.07
Intrinsic value n.a.
Break-even 68.96
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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