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ZKB Call Warrant auf
SGS Ltd

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

Bid Price 0.32

Ask Price 0.33

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 29.05.2024 09:10:55

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 0.32 0.33
Volume 150'000.00 150'000.00
Date/time 29.05.24 09:10 29.05.24 09:10

Current data

Last price paid 0.35
Change +2.94% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 17:20

Life cycle

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

Performance

Perf. since issue +222.73%
Year to date (YTD) +400.00%
1 month +20.69%
3 months +9.38%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue73.67
Premium0.01%
Premium p.a.0.07%
Leverage12.82
Implied volatility0.21

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 0.59%
Premium p.a. 6.91%
Leverage 15.00
Implied volatility 21.30%
Moneyness in-the-money
Leverage 12.8172
Delta 0.8547
Gamma 0.0027
Theta -0.0014
Rho 0.0036
Vega 0.0035
Fair value 0.03
Intrinsic value n.a.
Break-even 85.68
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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