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ZKB Call Warrant auf
SGS Ltd

ISIN: CH1281049713 Security: 128104971 Symbol: SGSKLZ Life cycle
Secondary market

Bid Price 0.17

Ask Price 0.18

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 15.05.2024 05:15:00

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 0.17 0.18
Volume 300'000.00 300'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

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

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.11
Underlying price on issue73.67
Premium0.02%
Premium p.a.0.17%
Leverage17.74
Implied volatility0.19

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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