Last price paid | 0.28 | |
Change | -6.67% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 28.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -43.88% |
Year to date (YTD) | -40.43% |
1 month | -31.71% |
3 months | -61.11% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.49 |
Underlying price on issue | 271.10 |
Premium | 0.11% |
Premium p.a. | 0.18% |
Leverage | 6.43 |
Implied volatility | 0.26 |
ISIN | CH1305127875 |
Symbol | SIKSWZ |
Security | 130512787 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
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 | 11.48% |
Premium p.a. | 17.69% |
Leverage | 20.23 |
Implied volatility | 26.43% |
Moneyness | out-of-the-money |
Leverage | 6.4339 |
Delta | -0.3180 |
Gamma | 0.0001 |
Theta | -0.0008 |
Rho | -0.0133 |
Vega | 0.0160 |
Fair value | 0.28 |
Intrinsic value | n.a. |
Break-even | 246.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 79.94 |
SONOVA HLDG N | 285.80 |
LOGITECH INT. | 80.50 |
Compagnie Financi... | 136.40 |
Partners Group Ho... | 1'251.50 |
Name | Price |
---|---|
Lonza Group | 507.40 |
ROCHE GS | 224.60 |
Swiss Re | 103.40 |
Givaudan | 4'066.00 |
SWISSCOM N | 502.00 |