Last price paid | 0.18 | |
Change | +5.88% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 26'500.00 Unit | |
Date/time | 15.05.2024 17:15 |
Fixing | 21.06.2024 |
Settlement date | 15.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +59.09% |
Year to date (YTD) | +157.14% |
1 month | -18.18% |
3 months | -40.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 73.67 |
Premium | 0.02% |
Premium p.a. | 0.17% |
Leverage | 17.74 |
Implied volatility | 0.19 |
ISIN | CH1281049713 |
Symbol | SGSKLZ |
Security | 128104971 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SGS Rg, CH1256740924 |
Underlying ISIN | CH1256740924 |
Strike | 80.00 |
C/P type | call |
Subscription ratio | 16.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 16 |
Value day | 08.12.2023 |
Premium | 2.00% |
Premium p.a. | 16.55% |
Leverage | 28.99 |
Implied volatility | 18.60% |
Moneyness | in-the-money |
Leverage | 17.7420 |
Delta | 0.6119 |
Gamma | 0.0046 |
Theta | -0.0015 |
Rho | 0.0035 |
Vega | 0.0067 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 82.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |