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ZKB Call Warrant auf
SGS Ltd

ISIN: CH1281049739 Security: 128104973 Symbol: SGS8JZ Life cycle
Secondary market

Bid Price 0.45

Ask Price 0.46

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

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 0.45 0.46
Volume 125'000.00 125'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.45
Change +2.27% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 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 +139.47%
Year to date (YTD) +275.00%
1 month +12.50%
3 months +25.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue73.67
Premium0.05%
Premium p.a.0.08%
Leverage7.63
Implied volatility0.19

Reference data

ISIN CH1281049739
Symbol SGS8JZ
Security 128104973
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying SGS Rg, CH1256740924
Underlying ISIN CH1256740924
Strike 82.00
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 4.81%
Premium p.a. 7.88%
Leverage 11.70
Implied volatility 19.46%
Moneyness in-the-money
Leverage 7.6258
Delta 0.6517
Gamma 0.0018
Theta -0.0008
Rho 0.0184
Vega 0.0154
Fair value 0.26
Intrinsic value n.a.
Break-even 89.28
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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