Last price paid | 0.18 | |
Change | +5.88% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 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 | -54.88% |
Year to date (YTD) | -53.85% |
1 month | -14.29% |
3 months | -53.85% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 271.10 |
Premium | 0.07% |
Premium p.a. | 0.24% |
Leverage | 10.09 |
Implied volatility | 0.25 |
ISIN | CH1305127842 |
Symbol | SIKPYZ |
Security | 130512784 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 260.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 19.12.2023 |
Premium | 7.44% |
Premium p.a. | 24.24% |
Leverage | 29.29 |
Implied volatility | 24.79% |
Moneyness | out-of-the-money |
Leverage | 10.0869 |
Delta | -0.3444 |
Gamma | 0.0002 |
Theta | -0.0011 |
Rho | -0.0063 |
Vega | 0.0110 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 250.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |