Last price paid | n.a. | |
Change | 0.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Initial fixing date | 19.12.2023 |
Settlement date | 28.12.2023 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -98.38% |
Year to date (YTD) | -96.00% |
1 month | n.a. |
3 months | -96.00% |
1 year | -99.72% |
3 years | n.a. |
Issue price | 0.65 |
Underlying price on issue | 271.10 |
Premium | 0.32% |
Premium p.a. | 16.43% |
Leverage | 17.21 |
Implied volatility | 1.09 |
ISIN | CH1305127792 |
Symbol | SIKJQZ |
Security | 130512779 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 280.00 |
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 | 31.52% |
Premium p.a. | 1643.37% |
Leverage | 406.29 |
Implied volatility | 109.10% |
Moneyness | out-of-the-money |
Leverage | 17.2074 |
Delta | 0.0424 |
Gamma | 0.0001 |
Theta | -0.0038 |
Rho | 0.0000 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 280.53 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Life Hldg | 812.20 |
NOVARTIS N | 96.70 |
SWISSCOM N | 565.00 |
ZURICH INSURANCE | 556.20 |
Partners Group Ho... | 1'037.50 |
Name | Price |
---|---|
Sika AG | 212.10 |
ABB Ltd | 46.80 |
Holcim | 58.28 |
UBS | 26.59 |
LOGITECH INT. | 70.84 |