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ZKB Put Warrant auf
SGS Ltd

ISIN: CH1281049762 Security: 128104976 Symbol: SGSOOZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 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 -96.67%
Year to date (YTD) -95.00%
1 month n.a.
3 months -72.73%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.30
Underlying price on issue73.67
Premium0.16%
Premium p.a.1.84%
Leverage23.26
Implied volatility0.35

Reference data

ISIN CH1281049762
Symbol SGSOOZ
Security 128104976
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying SGS Rg, CH1256740924
Underlying ISIN CH1256740924
Strike 72.00
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 15.66%
Premium p.a. 184.40%
Leverage 532.38
Implied volatility 34.97%
Moneyness out-of-the-money
Leverage 23.2550
Delta -0.0437
Gamma 0.0007
Theta -0.0008
Rho -0.0002
Vega 0.0014
Fair value 0.01
Intrinsic value n.a.
Break-even 71.84
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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