Last price paid | 0.03 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 28.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -77.27% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 271.10 |
Premium | 0.24% |
Premium p.a. | 0.72% |
Leverage | 17.08 |
Implied volatility | 0.24 |
ISIN | CH1305127651 |
Symbol | SIKPIZ |
Security | 130512765 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 340.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 19.12.2023 |
Premium | 23.82% |
Premium p.a. | 71.86% |
Leverage | 220.48 |
Implied volatility | 23.86% |
Moneyness | out-of-the-money |
Leverage | 17.0844 |
Delta | 0.0775 |
Gamma | 0.0001 |
Theta | -0.0005 |
Rho | 0.0013 |
Vega | 0.0046 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 341.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.35 |
ROCHE GS | 229.40 |
Givaudan | 4'230.00 |
LOGITECH INT. | 86.96 |
Sika AG | 276.10 |
Name | Price |
---|---|
Lonza Group | 489.70 |
Alcon AG | 80.10 |
UBS | 28.07 |
KUEHNE & NAGEL | 249.20 |
Holcim | 79.36 |